So they got their own language now?
Yes.
“The languages of Scotland are the languages spoken or once spoken in Scotland. The numerous languages spoken in Scotland during its recorded linguistic history fall into either the Germanic or Celtic language families. The classification of the Pictish language was once controversial but it is now generally considered a Celtic language. Today, the primary languages spoken in Scotland are English, Scots and Scottish Gaelic. The dialect of English spoken in Scotland is referred to as Scottish English.”
Source: Wikipedia
Scottish word "furth" means "out of" or "outside".
Now Mr. Connery's sentence makes sense.
Leni