Just one correction there Debroos, there are far more greys in Scotland than red squirrels. Yes there are areas in Scotland such as the islands and parts such as Perthshire where thanks to great efforts we have managed to sustain red squirrels, but there are vastly more greys than reds. I may be wrong but I think less than 5% of squirrels in Scotland are reds. Sadly it’s predicted that eventually only the islands will sustain reds up here. As for pine martins they are rarely seen in most parts of Scotland. I have only ever seen two and both were in forested rural locations. But agree with you on pine martins. They play an important part in the ecology in Scotland, and generally speaking they are not regarded as pests. But they are voracious predators and help to control rabbit numbers, as well as rats and other animals. But what’s not generally known about them is they are omnivores and have been known to eat plants from people’s gardens, and farmers fields, but only to a small degree.
But pine martins also prey on squirrels but hardly ever reds. As a matter of fact they have been used to keep down greys in areas where there are some reds, to help preserve the red population. But they will prey on both red and greys. So you are correct with your assumption about them preferring greys to red squirrels.