At 56N (the latitude of Edinburgh) the maxima and minima azimuths of sunrise and sunset are at 90 degrees to each other, so exactly NE, NE, SW, and SE.
I am told it is possible to see the sun set twice in Blackpool, first by watching from the beach, and then from the top of the Tower, where the sun will still be completely above the horizon. (It may depend how long you have to queue for the lift!)