In one of my recently games, I managed to build the Great Wall. Some turns later a Great Spy was born, and one of his abilities is 'Build Scotland Yard'. So, you can build it in 1000 BC!

I don't think it's another bug as the 'Military Academy built before Military Science'. It seems simply a funny issue! :lol:

Anyway, it seems a better option to add the Great Spy as specialist in your city in the BCs, just because it gives +12 or so spionage points while building Scotland Yard gives you only +2 points (100% of your +2 palace spionage points) ;)