Thanks for your response.
You begin with a false dichotomy. Myths are not taken at face value by scientists regardless of the community with which they originate, but they are not completely ignored either.
Read any Wikipedia article about the extant Pictish legends, or any other medieval or ancient European legend (Brutus of Troy, the Trojan origins of the Franks, Alanus the first man to walk in Europe, Hispan the founder of Spain, the Icelandic legends of how Scandinavia was settled via a migration from the city of Asgard in "Turkland", etc.), and nearly 100% of the time you will find the term "pseudo-histories." To call something "false" is a nearly complete ignoring. Imagine calling the Navajo legendarium a "pseudo-history"? Breathlessly snarky.
Myths can often encode truths, although through the lens of narration (and yes, some fiction). Myths are also shaped by cultures (compare the various shared elements of mythology, including the various gods, among Indo-European peoples, for example). Examples from Amerindians, since you mentioned them include probably historical accounts of comets or meteors, as well as, amazingly more than 4,000 years later, descriptions of Mammoths that once roamed North America. And all around the world there are myths converging on the idea of a great flood at some time (related of course to the story of Noah's Ark). This is no less true for European cultures, except to the extent that we have older (and just more) historical records, as well as so much more research being done on that part of the world.
Well said. This tenor is not often found in scientistic writings.
Your second and third paragraphs name locations basically all over the geography of Europe, which don't support any specific conclusions, and certainly wouldn't correspond to one ancient people in all of those places.
No, just three places: Scythia, Thrace, and Denmark. And Thrace and Denmark are portrayed as embarkation points. Note also, that in medieval legend, "Dania" and Dacia were often equated. And that the extent Pictish legends seem to perhaps describe more than one migration: one which landed in Ireland, and another which landed in Orkney. And most importantly, regardless of the embarkation point (Thrace or Denmark), the Picts are specifically said to be Agathrysi (with the adjacent Geloni as a secondary ancestral tribe). Based on Herodotus and later Roman and Byzantine mentions, even the most hard-nosed scientist would admit the Agathyrsi to be located in Dacia and the Geloni to be located in Scythian Ukraine.
That's really not how it works. Proto-Baltic as we know it would be just what can be deduced from the modern languages (plus Old Prussian), maybe with some comparison with what is reconstructed for Proto-Slavic and Proto-Balto-Slavic, but that would make your hypothesis more complicated anyway. Regardless, the odds of Pictish happening to be contemporaneous with Proto-Baltic are low, and if anything it was likely an offshoot with its own dialectal variation.
Well, it's pretty clear that, at one point, there was a continuum between Proto-Baltic and Proto-Dacian. This timeframe could be pinpointed linguistically. I don't know off hand whether this would be even earlier (e.g. Proto-Balto-Slavic era). But it could be pinpointed.
Also, the legendary (traditional) date of the Pictish migration(s) from "Denmark" (Dacia) or Thrace could also be pinpointed pretty easily, just by the reigning king of Ireland.
So just line them up, and then there's a timeframe.
I don't know the answer to your question, but generally speaking for these "mystery" languages of uncertain affiliation, just about everything has been tried, and we'd know about it if someone found the answer.
No, not everything has been done and tried before. To assume that, is passive scientism.
It takes interest, passion, and imagination to spark the will to investigate a hypothesis. Science doesn't just happen.
Someone would need to sit down and "imaginatively" fill out (reconstruct) more Dacian words based on the extensive correspondences with Proto-Baltic. It would take time.
And then study all the extant interpretations of the Pictish epigraphs. It would take time.
And apply the two together. It might click. Or it might not. But it might.
Wikipedia suggests the two leading hypotheses are either that it is Celtic or non-Indo-European.
Obviously, even in the traditional legends, the Picts came to be couched within a Brittonic Celtic environment (having conquered the North British Kingdom of Albania), and later a Goidelic environment (after themselves being conquered by the Fergusian Gaels). And so Brythonic and Goidelic influence would be expected. Yet that doesn't mean the original language of the Picts (as they sailed from Thrace/Dacia) was Celtic!
As for the "non-Indo-European Pictish"...that viewpoint only became popular when, in the Enlightenment, geologists and paleontologists extended the timeline of prehistory, and so it was clear that "someone" lived in Britain in these prehistoric eras. And since the Picts are the only of the traditional nations of Isles to not survive into modern times, then it was easy to just make them (as a blank slate) to be the "indigenous" people of all of Britain. Even though none of their own stories (as conveyed through the inherited legends of the Irish Picts, and in other very early sources (e.g. Bede)) all say that the Agathyrsi sailed from such-and-such place (Thrace/Denmark) and conquered North Britain during such-and-such reign. To imply that all prehistoric archaeological remains in Britain are of indigenous "Pictish" affiliation makes as much sense as calling them "English"!
Do you think the Picts would just make up an entire migration story out of thin air? Don't you think that each generation of Pictish mothers and fathers were telling stories to their children about their origins? Even though only a certain number of Pictish stories have survived (mostly in the Irish chronicles), it wouldn't make a lot of sense for the chroniclers to just totally make it up, like a modern fantasy author. I mean, the Pictish (and Irish Pictish) monks who were writing the stories and reading them to the Pictish (and Irish Pictish) nobles would chafe and protest if the chronicles totally clashed with their nursery stories. Sure, in traditional legendariums, facts are gradually morphed and ornamented via the living art of storytelling. But it's an organic process. Not just "pseudo-history", not just "fiction."
Either way, the available evidence is too limited to be confident in any conclusions, but that doesn't make Baltic any more likely.
Well, we wouldn't know till we tried.
