The advice is correct that you are only asked the scales set for your instrument and grade. However, I always tell my pupils to be very sure that they know what they should be playing. I have known a few circumstances, presumably through genuine human error, when an examiner has started to ask the wrong set (and always apologised if an error has been made). If your pupil isn't sure what they should be doing, or too shy to argue (!), they can try to oblige to please the examiner and get in a terrible mess.
Pianists can see the syllabus in the front of the piano pieces books if that's helpful to do so (cannot refer to scale book itself of course) but it's not that easy for wind players.
So, all your pupils need to prepare is what is set for the grade/instrument - but make sure they really know that list well both to gain good marks and also just in case of examiner error (and have the confidence to query anything they think is incorrect, should the need arise).
Good luck with the exams.