Anybody with building/planning regs experience?

I wouldn’t change anything until someone questions the layout, it sounds like an external door added to the conservatory will solve any exit issues. If the conservatory is reasonably well built the new owners might want it, if it is the usual wood or plastic type neither building regs nor planning should be a problem.

The estate agent will be the one to advise you what needs doing, you should expect the unexpected on older properties.

It sounds as though any buyer will knock the conservatory down anyway.
It really is up to the buyer, he will make an offer based on what state the place is in and the price will be worked out with the seller.
Our bungalow had all sorts of bits added on, we knocked them all down and started again with Planning Permissions and building regs approval.
The only problem is the Mortgage Company might want proof of Planning and Building Regs before they offer any Mortgages, depends on how much is being borrowed.

I don't know the law in Scotland In England, they may (or may not) have needed planning permission. They would definitely have had to conform to building regulations.
I would contact the equivalent of planning officer / building inspector at the local council. Once you explain, they will put you in touch with the right one. It is worth doing, as, despite Polarbear's experience, it can hold up a sale.
Usually (again, English experience) should there be an issue, you can apply for retrospective permission / approval.
Whilst what you say about bedrooms is broadly true (building regs) there may be mitigating factors.

So, I would contact the council to get the ball rolling, so any sale doesn't get mired waiting for retrospective permission. But I wouldn't worry too much about the sale, as Peasblossom says, it will sell. Sometimes these 'odd' places sell quickly as the price is reduced and this wouldn't be too difficult to fix.

In my experience a buyer can buy an insurance policy to cover in case there’s no building reg approval. It’s only about £20 I think. Solicitors sorted it all out for me.

They could sell the conservatory! Buyer to remove.

.......or why not try selling it on Ebay or Gumtree, or giving it away on freecycle?

Did they get building regs consent when they had it built? Those are needed, even when planning permission isn't.

You could always demolish it, that would sort any problems out as it is unlikely to be an asset to the house, as you describe it. Might be worth more without it.

In Scotland you need a Home Report ( similar to a survey) before you can market the property. This will highlight any non compliant building issues.
As far as I know habital rooms have to have a fire protected ,or direct, exit access to the outside.

Everything sells at the right price. They may have decreased the value by their “improvements” so it’s a matter of accepting that and that the majority of buyers will want to make changes.

They’ll cost that into their offer. So it’s either take the hit or wait for the one buyer who has the same taste.

That’s the reality I’m afraid.