They journeyed from Greater Scythia by way of the Tyrrhenian Sea and the Pillars of Hercules, and dwelt for a long course of time in Spain among the most savage tribes, but nowhere could they be subdued by any race, however barbarous.
Now I'm not say there is much chance of historicity of this myth - but I've been puzzled as to why anyone would pick on Scythia as a place to come from?
The misidentification of various people. Practically every barbarian horde descending from euro-asian steppe into europe was called scythian as if it was one and the same. That was the case for huns, avars, magyars and others.
The desire to be associated with martial might/success. The desire to claim primacy (and therefore rights) over some territory.
History is rife with such myths of origin.
I tend to think of the Yamna and Corded Ware a lot when considering this question.
While it used to be more controversial, this has also been why the reduction of cost of genetic sequencing has been showing more and more scientifically viable analysis of these types of questions because DNA is much easier to follow! So the Scythians are really just a much younger version of some common ancestors, with haplogroup R1a being one of the more dominant ones.
In short, I think overfocusing on the younger "Scythian hypothesis" is too specific and prone to error, but there are lots of great insights to be had in following the genetic maps that have been exploding the knowledge set of proto-indo-european archaeology since about 2010.
still a bit of a thing today
NB Scots in the sense of Dál Riata Scots, who eventually became the most powerful grouping in what became Scotland in the 9th century.