What is the collective noun for a group of scorpions?

It is called a bed or a nest.

^{Source: http://www.thealmightyguru.com/Pointless/AnimalGroups.html}

Bed and nest are mentioned as a collective noun for scorpions in various sources also.

I did a search on Google Ngram for "nest of scorpions", "bed of scorpions","colony of scorpions" and "group of scorpions". Ngram couldn't find "colony of scorpions" and "group of scorpions". Below is a screenshot:

Google Ngram result for "a nest of scorpions":

Though, nest can be used in the sense below also:

(Zoology) a number of animals of the same species and their young occupying a common habitat: an ants' nest.

http://www.thefreedictionary.com/nest

In general, most animals do not have a "proper" collective noun. Collective nouns as we know them were intended as a way for gentlemen to demonstrate their knowledge and also have a bit of fun. They were not meant for everyday use. In scientific literature, you will not usually find serious reference to these collective nouns.

The English language tradition of collective nouns can be traced back to the Book of Saint Albans.

The book contains, appended, a large list of special collective nouns for animals, "Company terms", such as "gaggle of geese" and the like, as in the article List of collective nouns. Amongst these are numerous humorous collective nouns for different professions, such as a "diligence of messengers", a "melody of harpers", a "blast of hunters", "a subtlety of sergeants", and a "superfluity of nuns". The tradition of a large number of such collective nouns which has survived into modern Standard English ultimately goes back to this book, via the popular 1595 edition by Gervase Markham in his The Gentleman's Academic.

Modern collective nouns follow the same whimsical and descriptive ideals.

Wikipedia is linked because this article and the related articles are well sourced. The relevant sources are books, not web documents, so I cannot link to them.

I think someone misread cyclone for colony of scorpions at some point, and it propagated from there.

To expand on @ermanen's answer, you can search for a phrase on Google ngrams with wildcards: a * of scorpions.

The most common result is actually a "whip", but that's referring to a torture device, not a collective noun.

But "scourge" rates pretty highly too. It seems to be mostly used in the context of driving churches out of the land, which is fairly amusing. I think that certainly could be used as a collective noun, although I don't know if it ever is, outside of that specific context.