What became Scotland pretty much originated with the kingdom of Dál Riata that stretched between Ireland and Britain and there are a lot of legends and myths that tell of strong connections between the two e.g. Deirdre of the Sorrows
"Pretty much" is doing a lot of work there. The kingdom of Dál Riata was predominantly the islands and the west coast of modern Scotland. Picts held the north, east and central parts of modern Scotland, the Britons of Strathclyde ruled the south-west and the Anglo-Saxons of Bernicia (later joining with Deira to form Northumbria) the south-east.
There were many other tribes, this is a gross simplification.
Ultimately the Picts and Celts/Scots of Dál Riata "merged" (if that's the right word? it's not clear who took over who) in the 700s-800s, for certain by the time of Kenneth MacAlpin who was both King of Dál Riata and King of the Picts, and by the 900s this was the Kingdom of Alba, later the Kingdom of Scotland. This Kingdom still did not include what's in modern south-west Scotland, that was won later.
FWIW, the British History Podcast does a pretty good job of covering Scotland and the migration of people through this period. I actually don’t know how good it is, but I do at least remember all of the names and places you mentioned. :)
The podcast is quite England heavy, but does also cover Scotland and Wales, as well as the relevant parts of France, Ireland, and Denmark (as appropriate).
There were many other tribes, this is a gross simplification.
Ultimately the Picts and Celts/Scots of Dál Riata "merged" (if that's the right word? it's not clear who took over who) in the 700s-800s, for certain by the time of Kenneth MacAlpin who was both King of Dál Riata and King of the Picts, and by the 900s this was the Kingdom of Alba, later the Kingdom of Scotland. This Kingdom still did not include what's in modern south-west Scotland, that was won later.