Scales Vs. Ragas
Western music scales: The majority of scales in Western music are exactly the same up and down, and in this sense you can think of a "scale" as a structure of notes arranged from lowest to highest, and one which is most usually the same ascending and descending. This fits the definition you probably learned first. In addition, for the most part scales are played in purely up and then purely down order, with no leaping about. In other words, the scale will ascend from lowest to highest and descend from highest to lowest, without reversing direction until reaching either the highest or lowest note.
Melodic Minor: there is an exception for the traditional Melodic minor, which would be a major scale with a flatted third on ascent, but turn into a standard minor scale (aeolian mode) on descent. This had to do with voice-leading conventions of that time, and also accommodating singers who may during warmup struggle to find the flat third on the way down from an otherwise major scale. However, in modern use (i.e., jazz) the Melodic minor is also normally played the same up and down.
Blues scales: in the event that you are adding a major third to a scale with a minor third in the blues context, it is not unreasonable to always play the minor third first followed by the major third, for both ascending and descending versions of the scale. That's because the behavior of the minor third is to rise to the major third, and that behavior is usually not found in reverse.
Ragas and Indian traditional music: As for your question about ragas which are completely different up and down, it is worth noting that ragas and scales are not quite the same thing. A raga is not often found in Western music, and is sort of an improvisational or melodic device consisting of a group of notes that go up and another that come down. However, the notes in ragas may not go straight up and down, may not be the same coming down as they were going up, and also some notes may have a tendency to be played in a certain manner or resolving to a certain other note. If you are interested in learning traditional Indian music I would suggest classifying this area as completely different than other scales, and I would also suggest you find someone who can teach you about this in person as most of the English-language resources you find are likely to explain it vaguely or leave out important details known to most actual players of this style.
One reason ragas have a great deal of flexibility and variation in the notes that are available is that they are usually less limited by harmony. In Western music, a scale is a group of notes that agree with each other as a melody, but also which can be used to build chords, and those chords agree with each other, too. In many styles of World music, there is less emphasis on harmony. For instance, the underlying harmony of a raga is quite often a tonic drone, that is the root note of the scale, continually repeated. In fact the sitar will by nature tend to include this drone note in every note that is played, resulting in a strong anchor to the root note of the scale but little flexibility to move to another chord. This means the improvisor can play a great many different and 'unusual' melodic ideas because the lack of shifting from one chord to the next allows for some extra melodic freedom.
