If you want peer reviewed studies I'm going to disappoint.
"a lot are not actually pro Independence"
There is a significant group of voters that left Labour and vote for SNP even though they are unionists. In 2010 Labour lost a huge number to the SNP and although it is only my opinion, I think some SNP voters do not support independence.
At the 2014 indy ref, 14% of SNP voters opted to stay in the Union.
https://www.open.edu/openlearn/peopl...itical-parties
so I think it is fair to say what I did. You can quibble over "a lot" but 14% at the indy ref 1 was a lot.
"they certainly aren't pro independence and then join the EUers"
It's really linked to the first point that a descent rump of SNP voters supported Brexit.
If 36% voted for Brexit and want to leave the EU (accepting that figure will have moved since) and they might include the 14% that voted against Independence, but that still leave around 20%.
That would be circa 220% of SNP voters that maybe want Independence and not EU membership. They may want EFTA for example.
It's a very complex situation and with every year there will be swings backwards and forward.
If there is an Indy Ref 2 at some point, it will be interesting to see if having voted for independence the Scottish folk opt not to join the EU.