The break-up of the United Kingdom would be "deeply regrettable" but a price worth paying to deliver Brexit, Nigel Farage has said.

The Brexit Party leader said he did not believe claims that Scotland could leave the union and said his priority was the UK becoming an "independent self-governing nation" outside the EU.

Several senior Conservatives, including Jeremy Hunt, have warned that leaving the EU without a deal would pose a major threat to the union, with Nicola Sturgeon, Scotland's first minister, already ploughing ahead with plans for a second referendum on Scottish independence.

On Thursday, Ms May will warn Mr Hunt and his rival to be prime minister, Boris Johnson, that one of the "first and greatest" duties of the next prime minister must be strengthening the union.

But Mr Farage insisted that Brexit should be the "number one" priority - even if it means the UK breaking up.

He told ITV's Peston: "Being an independent self-governing nation is the number one. If there were parts of the United Kingdom that didn't wish to stay part of it that would be deeply regrettable but I just don't believe that to be the case - I really genuinely don't believe it."

He added: "They said if we voted Brexit that the United Kingdom will break up. We're three years on, we're not seeing that in any way at all. Frankly we've had enough of all these threats. I don't see any possibility of Scotland leaving the United Kingdom to join this United States of Europe that is being built, and having to sign a commitment to join the Euro. In the case of Scotland I just do not see that happening."

Mr Farage poured cold water on speculation that he could make a pact with the Conservatives at the next election if Mr Johnson is elected as leader of the party, saying he would only be willing to hold discussions if the next prime minister showed they were willing to deliver a no-deal Brexit.

He said: "We're back to trust, aren't we? Who on earth would I trust?

"If we had a new Conservative leader who said, ‘right, I’m going to face down the House of Commons and, if necessary, I will call a general election this autumn on us leaving on 31 October' – if a Conservative leader had the guts to do that then, of course, if they wanted to come and talk to us, we would be prepared to listen.

"We would meet them, I guess, in the demilitarised zone because, at the moment, whenever my name or the Brexit Party name comes up, all we get is abuse and insults, so I don't think we're very close to a deal."

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He also defended the decision of Brexit Party MEPs' to turn their backs when the European anthem was played in the European Parliament chamber earlier this week, saying he had "no regrets whatsoever".

He said: "We were there, they were about to play the European anthem, the president of the European Parliament said 'it is respectful to stand up for the anthems of other countries', so basically saying the European Union is now a country. Did they ever ask anybody whether they wanted to become to be a country?"

He added: "We didn't shout, we didn't make any noise, we just quietly followed the instructions we'd been given to stand up but decided to turn our backs on things.

"All through history there are traditions of people turning their backs on things - one thinks of the Canadian parliament where those campaigning for women rights turned their backs a few hears ago on [Canadian Prime Minister Justin] Trudeau. These things happen."

Speaking in Scotland on Thursday, Ms May will warn her successor of their "duty" to strengthen the union.

She will say: "The job of prime minister of the United Kingdom of Great Britain and Northern Ireland brings with it privileges and responsibilities which you only really feel once the black door closes behind you.

“One of the first and greatest is the duty you owe to strengthen the union. To govern on behalf of the whole United Kingdom. To respect the identities of every citizen of the UK – English and Scottish, Welsh and Northern Irish.