The local pronunciation in the North East of Scotland is Frennet as Eliza correctly pointed out.
There is a poem called Frennet Hall which can be read at http://easyweb.easynet.co.uk/~jdempster/Ballad2.html#Top
Your pronunciation of Rothiemay is correct 'Rothimay' although Rothiemay in Montana is pronounced 'Rotheemay'. In case you're ever in this tiny town in Montana and want to pronounce it correctly.