I got your answer( I think). During the Roman occupation of Britannia, Latin words found their way into prehistoric Welsh. Therefore, claymore is not a derivative, but it is a cognate. Just for you to understand, cognates are just words related in ancestral roots or origins.
Therefore:
Cleddy( the Scottish word) cognates from the word
gladius( sword)--->Scots clay(more) -- 'big sword'
So if you were Scottish(I'm not), you would see how the word gladius becomes the cognate claymore. I suppose how you pronounce it is the answer. You see how the beginning sound of gladius like gladdy or gleddy, well the scottish version is cleddy, get my drift.
Extra stuff:
My latin dictionary gives me these options for the word sword or designating one:
1)gladius(obviously), ferrum, mucro, and ensis.
2)knife: culter, culratus, falx, scapellus
3)words for dagger: sica, pugio, cultelus, cludo, pugiunculus, sicula