I have explored the same Roman linkage, via Wall/Lancashire . . . But as G2a, looking at Austria
/Southern Germany as closest continental link. Celts or Raetians?
Where do you think the Elliot’s come from?
No Idea, but people associated with that surname were living among the Border Reivers, who are known to of been around since the 13th century in the Border regions.
They could of been there anciently, or came with the roman occupations, as Traders, Soldiers, or Auxillary troops from further afield etc, or Even Anglo Saxon, or Viking, settlers, it will be hard to say.
They could well be English or Scottish, or other, but it will be difficult to confirm which, as many of their records may not exist.
Its thought a lot of Scotsmen were moved from higher up Scotland,as a result of the highland clearances, and failed rebellions, fleeing, or being forced or sent away, some to Ireland, and other countries, many to Canada, some even as slaves to the West Indies, etc, These area's had to be settled, and it was in part a reason for this.
Many of these are believed to of secretly returned, but had to hide their clan names etc,and settle in other area's such as the Scottish Lowlands, and Border regions, due to their speech, and accents etc and they would not seem too out of place in the Border regions. As a result its believed they took traditional surnames of the region, in order to hide their true ancestry. Possibly some Elliot's etc were among these, but it will only be DNA that will prove this theory.
My mothers paternal family came originally from Northern Northumberland, and we are familiar with the history of the border area, and the Reivers. People from this area had a very strong and unique Northumbrian dialect, and it was famous for rolling the 'R' sounds, etc and My G/Grandfather spoke with this very distinct sound/accent.