It's absolutely untrue that theere are "exteremely few" unavailable in the US. There are many, many single malts that are not marketed in the US. For someone who is a real Scotch lover, a trip to London requires bringing some back in the luggage.
That being said, I'm a big fan of Havana Club, but the OP asked about Scotch, not rum.
Here are some great malts that are not available in the US:
Ardbeg Renaissance. This would be my first choice if I had a friend in the UK. If you like the peat, go for this one. This is the 10 year old, cask strength Ardbeg that was released last year; the first ten year old made since the distillery was reopened. It is not available in the US, but I think it is still on shelves in the UK.
Other malts, though less peaty, that aren't readily available in the US:
Linkwood: Rugged and full of character.
Mortlach: Floral and perfumy, though expensive.
Ardbeg Blasda and non-peated Caol Ila are non-peated versions of traditionally peated Scotches that are not available in the US. I haven't had the Ardbeg but loved the Caol Ila.
Serendipity is a vatted malt of Ardbeg and Glen Moray, lightly smoky and very nice.
I am very certain you and your friend will find that single-malts whiskies are at least 30%-50% more expensive in London (or anywhere else in the U.K.) than they are in many shops and stores in the U.S. Even though the U.S. $ is much stronger vs. the British pound than is was a year ago, this is still very much the case.
I travel to Scotland twice a year and am always amazed at how much more expensive Scotch whisky is in the U.K. than it is here in the U.S.
I don't know where you live in the U.S., but you can buy Scotch whisky much cheaper at BevMo or Trader Joe's than you can in the U.K., even at the Heathrow Duty Free shop.