Any Scottish Yeomen may be upgraded to protected.

Are mixed TuGS allowed of protected and unprotected Yeomen?

No. If they could be mixed the notes would say so.

Point 4 in the general rules (page 3 of each list set).
"Unless specified otherwise, all elements in a UG must be classified identically. Unless specified otherwise, if an optional characteristic is
taken, it must be taken by all the elements in the UG for which that optional characteristic is available."

Richard