This may not be the right Paul McColl but I do have some info to share.
Petition - Naturalization - NY City1792-1989:
Paul McColl (# M240)
Date of Nat: 18 Oct 1886 living at 139 Washington St. BLACKSMITH (very important info)
witness:James H. Burns - 387 Washington St. Former Nationality (card said "see over" ) Queen of the United Kingdom of Great Britain and Ireland
The next entry was for a McColl and he used the same phrase for "formernationality" so I guess that was standard - it did not say Scotland or Ireland distinctly.
ANCESTRY.COM: 1900 US Census:
Paul McColl age 53 b. 1847 SCOTLAND IMMIGRATED 1871 parents b. Scotland Occupation: machinist - blacksmith Spouse: Catherine (not Jessie or Janet Smith? - did she die?) b. Aug 1854 age 45
married 1886 m. 14 years Catherine immigrated 1880 - parents b. Ireland
Location: Scrantton, Ward 13, Lacawwanna, PA child listed:Annie McColl age 5 b. Feb 1895 NY (I think State)
Entry: Paul could read and write.
This may not be your Paul McColl, but Paul is not a usual name for a McColl.
ANCESTRY.COM: 1861 Lanarkshire, Scotland John McColl b. @ 1826 Appin , Argylshire, Scot. spouse: Catherine LIVINGSTON (NOTE SPELLING) she was born about 1827. couple lived: Barony, Lanarkshire, Scot he age 25
child listed: Agnes McColl (1823-1891)GaelicAppin, Argylshire. She died 14 Nov 1891 Kelvin, Glasgow, Scotland Married 18Nov 1848 John McCulloch. (1819-1903 died Kelvin) m. Old Kilpartrick, Dunbarton - Agnes age 25.
1881 census - Scotland - her age 58 - lived Glasgow, Anderston, Lanarkshire, Scotand They had son: Duncan (1852-1916)
John and Agnes McCulloch lived 2 Bothwell St., Glasgow, Barony8, Lanarkshire, he age 42 in 1861. He was a grocer and merchant in 1861 age 42.
I found different dates for birth of Paul McColl on different Scotland census records: 1834, 1835, 1842, etc ....seems census takers were careless there as they were here!
The Paul McColl who immigrated to NY and then lived in PA may be the son of your Paul - it always pays to be armed with some kind of information to try to scout out side lines or descendants.
Hope this helps.This is not my family and I am sorry I could not access the Scotland census or other records - I don't have "international" Ancestry.com If you can find someone who does - they might be able to give you more information.