There are 'hints' that the Picts may be descended from the Xiongnu people, the fierce tribes of the western steppes. They are one of the reasons the Chinese built the Great Wall. I believe there was a great drought in the western steppes that forced the people to migrate from that region.
IMO, those going east/south are today known as the Hakka and those going west are probably the Scythians/Picts.