The Southern part belonged at some time to the Roman empire. It did not have a definitive Roman
designation. Caledonia was used by some people.
It was separated from Roman England by the Hadrian wall (122 AD) and the Antonine Wall (142 AD),
which was a little north of the contempory border. The last was soon abandoned.|
This list is far from complete.
There is not always an 1:1 relation between a place etc. in Roman times and a name in our days.
Sometimes a people giving their name to a place and that place are combined.
Some names are followed by a link to a site with that title
I tried to find suitable sites in English, but did not always succeed.
If you know better sites, please let me know.