Well, the UK pays pensions to emigrants, sorry, I mean expats, on the continent so there's no reason they wouldn't maintain the pension here. During indyref 2014, they explicitly started that they would (even though Project Fear ran with "lose your pensions!" as one of their scaremongering lies).
But the ones who lived and worked in Scotland, should IMO be taken care of by a newly independent Scotland, unless they move to the remaining UK.