I believe that the Goidilic cav and the Caledonian cav are almost exactly the same, with the same stats and the Caledonians having higher morale but more expensive.
In Caledonia, I believe you need the 12 turn native MIC for Caledonian Nobles. They are decent medium cavalry, nothing special. They will fulfill your cavalry needs for immediate battles on the mainland but I recommend using Gallic light cavalry or the Belgae variety once you start recruiting in Gaul. Actually shipping the Goidillic cavalry across is a decent option too along with some of the nobles warriors there.
So really, just get your hands on the Belgaic cav and you'll be home free.
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