Well the (Celtic) Scots did descend from roughly the Scythians. although afaik the Picts are thought to possibly be non-celtic. The Celtics though were all Indo-European, and so originate from the Eurasian steppe.
They controlled the eastern portion of Scotland while the Irish-related Gaels controlled the western portion. As the Anglo-Saxons came in, followed by the Vikings, there was a lot of mixing resulting in modern Scottish populations.