Not that they are really necessary, but here are some quotes from British anthropologists putting Tacitus' claim of the preponderance of red hair among "Caledonians" into doubt:
There is, however, a good deal of evidence that the ancient Gauls were not so light-haired as the Germans. There is no doubt that some classical writers confounded the two, not because they had any strong resemblance, but from carelessness about the nationality, character, and complexion of a parcel of barbarians whom they despised. Most educated people nowadays are wonderfully unobservant and untrustworthy on such matters. I have met with some who had been brought into contact with both Orkneymen and Highlanders, without ever finding out the difference between them, though it extends to language, intonation, features, complexion, and moral and mental character, and is pretty considerable in all these respects. And I have heard educated people say seriously that almost all Scotchmen were red-haired (which is exactly what Tacitus said of the Germans); yet we know that a great part of Scotchmen are not red or fair in any sense of the term. - John Beddoe, "The Kelts of Ireland", The Anthropological Review, Volume 8, 1870. Pages 123-124.
Tacitus describes the Caledonians as a red-haired, large-bodied people; and, from that loose observation, infers them to be of German origin; he assigns also a Spanish origin to the Silures on account of their dark features. Writers who seem to have had but an indifferent knowledge of the nature of analytical inquiry are not certainly high authorities to serve as guides for a modern scientific investigator. Indeed, it may be doubted whether history so-called is more serviceable than romance or tradition to him who would seek light on the distinguishing characteristics of races, nations, and peoples. That red hair was conspicuous among the ancient Caledonians we may believe, just as it is among modern Highlanders; but that it was more prevalent than in our own times we may very well question. The considerable proportion of red hair that abounded among this people produced a strong impression on the Romans, and led them to conclude that a prominent characteristic was a universal one; a fallacy of which careless observers are guilty in all ages and in all countries. Hector MacLean, "On the comparative anthropology of Scotland", The Anthropological Review, Volume 4, 1866. Page 209.
Here is one where the author quotes Beddoe about a possible theory regarding who exactly might these so predominantly red-haired "Caledonians" have been that struck Tacitus' fancy (I offered a similar possibility earlier in the thread, when I suggested that perhaps the "Caledonians" were not all Scots but rather a particular group or tribe of people where red-hair was so common as to seem the norm):
We have no reason to doubt that Kymry were beyond the Forth ere the Romans came; but Agricola, who was familiar with them, would scarcely have regarded the Caledonians as a different race from the Britons had they not included another and to him a novel element, with large limbs and "fiery red hair." Attempts of scholars to explain away the description of Tacitus and make them Britons are somewhat feeble. Tacitus, like other good writers, does not waste his words, but means what he says, and only says what he means. Anthropology confirms his remark, and it would be well did scholars consult it instead of spinning endless conjectures. Men with large limbs and red hair are still common in Perthshire, especially Marr, Badenoch, and Athole. They are a different type from the Britons. We need not suppose that all the old Caledonians were of this type: they were probably a mixed race, but this type was numerous enough to strike the attention of the Romans. Who were they? "All we can say of them," writes Dr. Beddoe, " is that they point to an origin from the northern rather than from the Mediterranean long-headed races. The Caledonians might have come over from Denmark and yet borne their Celtic name; but to one who looks at them from the point of view of the physical anthropologist it may seem more likely that they were a Gaelic or a Pictish tribe with a strong dash of the athletic, broad-headed element (i. e., the Bronze Age men)." This, of course, is inconclusive. The name "Caledonian " might come from the country not the race, or, at any rate, not from this element. Hector Maclean draws the word from Gael daoine, the fair or kindred men. The fair complexion points to the north of Europe, and it was maintained by Jamieson that Teutonic names existed in the north-east of Scotland prior to the historical raids of the Northmen. - John Forbes Munro, "The Story of the British Race", 1899. Pages 118-119.