How far south could Scotland conceivably go?

Of course you could argue that modern Scotland is overly defined by the "Celtic" aspect from the Highlands; a Scotland that included Northumberland might still be distinct from England, but would define itself in terms of the joint identity of the anglicised Lowlands combined with the culturally similar Northumberland, with the Highlands looked down on like a slightly weird Celtic fringe (cf. how England views Cornwall in OTL?) This would be particularly true if the remainder of England was judged in contrast to have been Frenchified by the Normans.

What must be remembered is that, even more than most romantic nationalist mythology, the "Celtic" Scottish identity was totally invented by old Sir Walt, with some actual Highlanders objecting to all these Scots-speaking twits prancing around in kilts.

Before that time, Lowland Scots were a trouser-wearing, Germanic-speaking people who regarded their Highland compatriots with some suspicion. Their identity was derived, to simplify, from sheer inertia. Lots of medieval states gave birth to national identities, and as it happened, during the lengthy process of medieval kingdoms becoming modern ones, Scotland acquired a seperate church. It's easy to foster a modern identity when everybody goes to an institution with "Scotland" in the name every Sunday and which has a vested interest in special status for Scotland. The CoS was the deciding thing in the Union - it created the public furor against it and the largely dispelled it - and the Union treaty preserved not only the Church but also the seperate systems of schooling and law-courts. These are the most obvious ways most people interracted with the state back then, so that obviously created a sense of differance that could draw on a long historical tradition, as Burns did.

When we're back before modern national identity and everybody is Catholic, Scotland can easily move in to some more regions, assuming the physical power of England is handwaved away. The local dialect would come to be considered part of Scots, because 'Scots' was just about as distinct from standard English as many northern English dialects were, and was in reality just the literary standard derived from Edinbuggery speech. I can readily understand Burns, or the Royal Wall charter, or Lament for the Makars, but I can't make head or tail of vernacular Aberdeenshire.

It would also quite probably be a Kingdom that was even more Anglicised than OTL Scotland which in reality isn't nearly as celtic, especially in the lowlands as Scots like to think

See, this is what I mean. Trousers and a Germanic language aren't "English". People in 18th century Scotland did enthusiastically Anglify themselves, and of course we now speak English - but Burns was pretty indisputably Scots, and he never felt it necessary to display his knees to anyone.

If this did happen then it is possible that the Gaelic culture may well survive in an extended Lordship, or even Kingdom of the Isles. In OTL this was the 3rd most powerful entity on the island of Britain and although technically part of Scotland was for a long time effectively independent. A kingdom of Scotland that extended farther into OTL England may well have found itself to caught up on it's southern borders to prevent establishment of a truly independent Lordship. You could end up with the following breakdown on the island of Britain:

I don't really see why. As has been pointed out, there's nothing much in medieval Cumberland to shift that centre of gravity, so the reasons for the Highlands staying part of the kingdom at least nominally until the modern state started to emerge are all still there. It's geographically a bugger, and the people consider themselves Scots.
 
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