Mick makes some sensible points, but there are a few large and necessary corrections: first, the Celts did not begin any migrations from India or Pakistan, and there is no evidence that they ever settled there (unlike modern Turkey, where they did settle). This is a somewhat academic point. Essentially, people speaking proto Indo-European are conjectured to have begun their migrations from India. They included ancestors of the Celts and every other Indo-European group (Romans, Greeks, Germans, etc). But the Celts did not differentiate from these other groups until later.

The first people whom scholars are comfortable calling Celtic, the Hallstatt culture, lived in Germany, France and Austria. From there Celts migrated north, south, east and West, early on into Hungary, Switzerland, etc (the so-called La Tene Culture), then everywhere from Spain to Turkey and Scotland to the Po Valley in Italy.

The idea that Bagpipes were carried with proto Indo-Europeans out of India is possible, but there is no evidence for it, and on balance the evidence is against it. If that were true, we would expect to find bagpipes among widely scattered European peoples much earlier than we actually do. There is actually no evidence of bagpipes among "most early european pan-Celtic peoples," unless you are aware of some that I am not. Pipes, maybe, but bags? No.