If peoples from far flung regions had been present in numbers and those people tended to have rank (garrisoned, etc), one would imagine we'd have more bone evidence (from burial sites, given their ranks).

But as portrayed, it looks like there were more people from far flung areas than there were picts in the north.

In any event, it's interesting ironic in that its seen as progressive that an occupying force might have been slightly multi-ethnic, and this celebrated. The English in South Africa were also much more multi-ethnic in that they brought peoples from the Indian subcontinent and other places; let's celebrate that too, then.