"My understand is that the name derives from the Gaelic for wood as Scotland was a largely wooded area then 'the Great Caledonian forests'"

As well as Roman references the name exists in early P-Celtic literature and has an alternative and more probable P-Celtic derivation and others claim that it is actually pre-Celtic. Certainly though most Scottish historians are settled on the idea that (apart from some possible non-Celtic minority language too) the Picts as a whole were P-Celtic speakers who spoke a related language to the Cymric spoken in southern Scotland and they only became Gaelicised at a much later date. Just because something could be derived from Gaelic doesn't mean to say it is necessarily so.