There will be at least one Caledonian unit, yes. As for Picts, they did not exist yet. The name comes from their tattoos (which Britons didn't do anyway in recorded history; Britons painted themselves, Picts gave themselves permanent tattoos) most likely. Caledonians are a seperate, very primitive culture compared to the Britons. Picts formed out of necessity, combining Caledonians with British refugees and Gaelic immigrants (it's more complicated than that, but, it's explained elsewhere).