When Theresa May declared "Brexit means Brexit," Nicola Sturgeon's response was pithy and to the point. "Remain means Remain," she said, making an apparently all-or-nothing commitment to securing Scotland's place in the EU after the country voted decisively to stay.

But the First Minister has also made more nuanced comments on the issue. She has spoken of retaining "links" with the EU and of preserving Scotland's place in the single market as a priority.

While Nationalists have little doubt a second independence referendum is coming (and, indeed, have moved on to discussing the nuts and bolts of the campaign) Ms Sturgeon has just about left herself enough wriggle room to explore a range of options for Scotland's future relationship with the EU.

Publicly, at least, she has not abandoned the idea that, without becoming independent, Scotland could continue to be member while the rest of the UK leaves. But Mrs May has dismissed the idea as "impracticable" and, privately, senior Nationalists agree. They consider the prospect of financial institutions leaving the City of the London for Edinburgh and conclude the UK Government would never let that happen. An even bigger obstacle, of course, could be the attitude of EU member states.

Despite her scepticism, the Prime Minister is willing to listen to other ideas that are expected to issue forth from the Scottish Government's specially assembled – and impressively high-powered – panel headed by Glasgow University principal Anton Muscatelli.

Scottish Labour is also keen on examining all possibilities, leading a Westminster debate on the issue this week and, behind the scenes, looking at whether the country could stay in the EU as part of a federal UK.

Writing in The Herald earlier this week, Professor Muscatelli warned us not to expect the usual kind of recommendation-packed report from his Standing Council on Europe. Rather, it will offer advice and views as and when a clearer picture Brexit emerges. Let's not forget: one month on from the referendum, we are not really any nearer to knowing what it actually means.

Some ideas about Scotland's possible relationship with the EU are beginning to emerge, however.

Also, in these pages yesterday, legal experts Daniel Augustein and Mark Dawson argued the EU citizenship we all enjoy could continue to protect valued rights even if Scotland ceases to be a member.

Jim Gallagher, the former Better Together adviser, also believes it is worth exploring the implications of EU citizenship for Scots who voted Remain. Greenlanders, he noted, are EU citizens even though Greenland is not in the EU.

He suggested other possible ongoing ties, too, in a recent paper for an Oxford University think tank.

Prof Gallagher said it was hard to see how Scotland, in the UK, could be an EU member state. But he floated the idea of the country becoming an "associated region" with a voice in Brussels and participating in certain programmes such as research sharing and student scholarships. Scotland might also apply EU laws, retain its membership of the European Committee of the Regions and sign up to the Common Fisheries Policy, he said.

He may or may not have been mischief-making with that last one. Either way, it all sounds a bit peripheral set against the First Minister's stated aim of "Remain means Remain".

Prof Gallagher said such special arrangements, speculative as they are, would only make sense if (a big if) Britain secured a soft Brexit – in other words a Norway-style deal with unfettered access to the EU single market. Securing that should be the priority for the Scottish Government, he argued.

Would it satisfy Ms Sturgeon? Only, I suspect, if support for independence were to fall sharply. Otherwise it's difficult to imagine her arguing a "soft Brexit plus" arrangement would be preferable to full membership of the EU as an independent country.

Ms Sturgeon says a second independence referendum is now highly likely. But in a situation with so many moving parts there is a danger Scots would not have a clear idea what they voting for.

Professor Gallagher's warning was this: unless we are a lot clearer about what Brexit means for Britain and what independence might mean for Scotland's EU membership, we'd be voting as much in the dark as we were on June 23.