I also believe the Duke is also the Deputy Colonel-in-Chief of the Gordons.
The Gordons were amalgamated with the Queen's Own Highlanders* in 1994 to form "The Highlanders"; in 2006, the Highlanders became the 4th Battalion of the Royal Regiment of Scotland.

HM The Queen is now the Colonel-in-Chief of the RRS, although I believe HRH the Duke of Edinburgh serves as Colonel-in-Chief of the 4 SCOTS.

Regards,

Todd

*The Seaforth and Cameron Highlanders were amalgamated in 1961 to form the Queen's own Highlanders.