The Romans would have patrol ships ready. I don't know whether they had a standing Atlantic/North Sea fleet, but there certainly were several fleet actions against Germanic raiders. The Goidelic raiders were also a pain in later centuries.
Also, I guess the Caledonians would have lacked advanced shipbuilding techniques. The senate at some point forbade the teaching of shipbuilding to barbarians, although IIRC this decree came when Rome had mostly lost control of Britain.
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