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The modern myth of the disappearance of the Ninth Legion north of Hadrian's Wall was popularlized (not sure if she invented it) by Rosemary Sutcliffe, in her teen-level historical novel, "Eagle of the Ninth". The Romans never finished up in Caledonia because there wasn't much worth having there, and as it turned out, much more pressing needs arose elsewhere in the Empire. As it stands, the Romans were in what is now Scotland centuries before the Scots got there. The Scots cowered in fear in what is now Ireland, not daring to set foot in Caledonia until after the Romans left Britain.

The Varian diaaster (loss of 17th, 18th, and 19th) was an actual event at least, its effect has generally been grossly exaggerated. Making anachronisitic nationalist heroes out of people who were later themselves wiped out, overwhelmed, absorbed, and/or basically replaced by the ancestors of the jokers who dream up these heroes is, at best, ironic. It's found also among the descendants of the Anglo-Saxons who get all misty about King Arthur.

In Britain, Boudicca led her entire tribe and some allies on a genocidal mass-murder spree, and then into an abatoir consisting of a well-led legion and a half of Roman troops wedged into a spot between a river and an impenetrable thicket, chosen by their commander. I suspect that there's a decent supply of testable DNA in a giant surviving pile of teeth and bones, if anyone cared to look for the location of the probably bonfire where the Romans cremated the 70,000 or so dead Iceni et al. Might be interesting to see if there are any living descendants.