I use SCIP because it has nice branching tools like handler, but the solver is not as fast as I would like. I got access to gurobi (and maybe cplex) because I know they can work together, but have no idea.
Disclaimer: I have use cmake and install pyscipopt trough conda.
You cannot use PySCIPOpt with Gurobi (or any other LP solver or custom SCIP build) if you are using the conda installation package. This package already includes a pre-built SCIP.
To customize your setup, you need to build SCIP yourself and then build PySCIPOpt by pointing to this SCIP build via the SCIPOPTDIR environment variable as explained here. Please refer to the INSTALL.md file for detailed instructions on how to link PySCIPOpt to an existing SCIP build.