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I defer to the many folks on this site who know this subject (and geography) far better than I. I would assume that the Romans usually thought of the Caledonians as beyond the boundary (and active interest) of the Roman Empire. After the inability to hold on to the gains achieved by the victory at the Battle of Mons Graupius in AD 83/84, the Roman army quickly returned to more settled (and “civilized”) Romanized England. I imagine that Hadrian’s Wall (AD 122) and the briefly-held Antonine Wall (AD 142) best defined for the Romans the demarcation between Roman-friendly Britons and the less Romanized Caledonians. These walls may have been more of a control gate for trade and commerce between north and south than an absolute border. These walls, nevertheless, would have served as psychological barriers between Roman and “barbarian.” Even the later ill-fated incursions back into Scotland by Septimius Severus (AD 208-210) were quickly reversed by his son Caracalla. You may want to contact UNRV Gordopolis who is a Scottish writer and historian about his perspective. https://www.unrv.com/forum/profile/51701-gordopolis/