Always quarantine if you can!
However, with only two snakes in separate enclosures, you're limited on what you really would need to do. At this point since you haven't quarantined, kind of a moot point, but in the future it's not a bad idea to keep all new snakes (even from reputable breeders) separate from your established colony for at least a couple months.
Even the most respectable breeder can't protect against everything, and if they can't see a problem or aren't aware it exists (parasites, RI, who knows), they can't take care of it before shipping you your snake. A respectable breeder, once they find out you received a snake that has or may have a problem, will happily help you out - and it's only in both of your best interests if the snake was kept separate and quarantined once you first received it.
The rough scales don't sound like much of an issue to me. Just give her time and a few more sheds and I'm sure she'll be fine.
-Jen
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