There was very crude radar which was good for identifying squadrons, but not for precision location of individual planes.

remote location in Scotland (and Hess himself couldn’t figure out his exact location). It’s really not mysterious at all given the very low tech nature of things at that point early in the war. One small plane (not a big bomber) was much harder to locate and wouldn’t have necessarily raised a huge alarm. He was also over Scotland, not London or major English industrial centers, which would have made him even less conspicuous.

Hess was seriously mentally ill (for example he collected samples of his food because he believed the British were poisoning him) but he did see that the war would be terrible for all parties. He was held by the Brits until the end of the war and then he spent the rest of his life in Spandau Prison. His stay was for life while the other famous prisoner Speer was released after he served his sentence.

Two Spitfires of No. 72 Squadron RAF, No. 13 Group RAF that were already in the air were sent to attempt an interception, but failed to find the intruder. A third Spitfire sent from Acklington at 22:20 also failed to spot the aircraft; by then it was dark and Hess had dropped to an extremely low altitude, so low that the volunteer on duty at the Royal Observer Corps (ROC) station at Chatton was able to correctly identify it as a Bf 110, and reported its altitude as 50 feet (15 m).

A Messerschmitt 110, as I recall without checking, which was a small, twin-engine, single or two-seat fighter-bomber.

Flying extremely low and alone in the gathering darkness, and headed into Scotland rather than toward the military and population centers of the South, it doesn't seem at all surprising to me that he wasn't shot down before he had the opportunity to bail out.

The Bf 110 was Heavy Fighter, Ground Attack Aircraft, Fighter/Bomber Night Fighter. It had a range of 2,400 miles, speed at about 370 mph. It was very capable in the roles it followed, until improved Allied aircraft and tactics began surpassing it in 1944. Hess had a variant that had an improved compass, larger fuel tanks and oxygen systems.

His aircraft was detected by the British Air Chain, who immediately sent three aircraft to intercept. By then, Hess's aircraft had descended to extremely low (non-combat) altitude, meaning the Brits were looking in the wrong place (more accurately, looking in the wrong altitude). The low altitude also meant the Air Chain was unable to detect it (1941 British land-based radar could not (generally) detect anything under app. 150 feet)

Shortly thereafter, ground spotters in the area found him again, and yet another British aircraft was dispatched to intercept. This British aircraft would have (in all probability) located and engaged Hess, but Hess's tanks were running dangerously low (during his flight over the North Sea, he became disoriented and lost both time and fuel reorienting himself again), and before the intercept could be achieved, Hess quickly attained a safe altitude for a parachute jump, and bailed out.

Very impressive!!