> then the "final frontier" of the Roman Army was actually much further north than one would assume

In my backyard, Perthshire, it's difficult not to bump into the ruins of some fairly substantial Roman encampments. This is certainly a good bit north of the Antonine Wall. The Gask Ridge, just a couple of miles away from me, may contend as one of the earliest Roman "frontiers":

http://www.theromangaskproject.org/