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The High Court may at any time, either of its own motion or on an application received in this behalf, call for the record of any proceeding in which any competent authority or Court of Session has passed an order, for the purpose of satisfying itself as to the legality or propriety of any such order and may pass such order in relation thereto, as it thinks fit: Provided that the High Court shall not pass an order under this section adversely affecting any person without giving him an opportunity of being heard.