I am under the impression that in the 6th century all Scots lived in Scotia (Ireland), and only entered Great Britain by way of Dalriada at the end of the first millennium AD. In the 6th Century what is now Scotland was inhabited by northern Britons (Welsh), and Picts.
Ah...so Merlin could very well have lived in what is today modern-day Scotland and still have been Welsh (which much tradition says he is).
As your description implies, he most likely would certainly not have been "Scottish".