Your (ftm my) Scottish ancestors were in Ireland throughout the existence of Roman Britain, and didn't cross over to conquer Caledonia until the Romans had been gone for almost a century.
The establishment of the Dalraida conquest probably only happened because the Vikings hadn't reached the area yet, and their arrival in the British Isles was so overwhelming it still shows up in the DNA (usually, 20-40 percent Scandinavian DNA is found in modern Britons as well as their American descendants, mine was about 30, and most of my British forebears arrived here more than 300 years ago).
The real reason for the Romans having never finishing the conquest of the British Isles is, there wasn't anything that was worth the financing costs -- although apparently the 2nd century Romans did build an installation (probably evolved into a trading post) at Drumanagh north of modern (Viking/Norman) Dublin.
Yeah, I forgot the Scotts were in Ireland and crossed over to Scotland. Might explain why the Irish can’t seem to get along with each other.😁