Rebel Roman emperor?

The Romans occupied what is now known as Scotland several time, but only for brief periods of time. Among the Roman occupations was a series of forts along Gask Ridge, which is close to the Highland line, after the Battle of Mons Graupius in Scotland in 83 or 84 A.D. The building of Cawdor near Inverness about the same time. And manning the Antoine Wall from 208 to 210 A.D., which was located in the Central Lowlands of Scotland.

The campaign of Emperor Septimius Severus in 208 into Scotland is probably the strongest attempt the Romans made at subduing Scotland, and even that sounds like it was more of an extended raiding expedition to force the Scots to accept his terms, not occupy the entire part:

http://en.wikipedia.org/wiki/Septimius_Severus#Britain_.28208.29

Cassius Dio's account of the invasion reads "Severus, accordingly, desiring to subjugate the whole of it, invaded Caledonia. But as he advanced through the country he experienced countless hardships in cutting down the forests, levelling the heights, filling up the swamps, and bridging the rivers; but he fought no battle and beheld no enemy in battle array.

The enemy purposely put sheep and cattle in front of the soldiers for them to seize, in order that they might be lured on still further until they were worn out; for in fact the water caused great suffering to the Romans, and when they became scattered, they would be attacked. Then, unable to walk, they would be slain by their own men, in order to avoid capture, so that a full fifty thousand died.

But Severus did not desist until he approached the extremity of the island. Here he observed most accurately the variation of the sun's motion and the length of the days and the nights in summer and winter respectively. Having thus been conveyed through practically the whole of the hostile country (for he actually was conveyed in a covered litter most of the way, on account of his infirmity), he returned to the friendly portion, after he had forced the Britons to come to terms, on the condition that they should abandon a large part of their territory."