Howard had a fondness for Celts but he always seemed to lean more towards the Irish than the Scots. I'd have liked to seen something during the Wars of Independence under Robert the Bruce.
REH's childhood leanings were towards the Gaelic Scots and Sir Walter Scott was noted as a "favorite author". As I recall, Howard singled out the Bruce as one of his favorite historical personages (along with Jeanne d'Arc, King Arthur and other medieval notables). Sorry (for those "Classical-era" boosters), about the only "Classical" individual that Bob admired (other than barbarian Celts) was Hannibal.
Hannibal and all enemies of the Empire would have been great backgrounds. Although I've not read much of howard's historical stuff yet so I don't know if he went there outside of the Picts.
Basically, one Bran Mak Morn yarn takes place (somewhat)
within the "Greco-Roman" world. The other two are beyond the frontiers (as are a few other tales that don't involve "Greco-Roman" civilization
at all). There is also a short vignette involving an Athenian woman and her Spartan lover. Other than that,
all of REH's pre-Modern tales take place either
before about 500BC (Howard's "Ancient" period) or
after about 400AD up through around 1660AD (REH's idiosyncratic "Dark Age/Medieval" period).
I'd like to note that I totally forgot to mention one Classical personage.
In
One Who Walked Alone by Novalyne Price (there's a thread here on the Forum), she reports that REH mentioned Alexander at least three times with varying degrees of admiration (he basically never mentioned the Macedonian in his letters). Considering the man is
still, today, well-known from San Diego to Galway to Samarkand (with numerous cities bearing his name), it's not that hard to understand.
Speaking of Samarkand, if you haven't read
The Lord of Samarcand, you should. All about a Highlander in the Tatar Khan's court. You seem to be a history buff.
You need to read Howard's historicals.Another good character from history for Howard to write about, who is both a Scots and American hero, is John Paul Jones. With Howard's flare for swashbuckling adventure that could have been very interesting.
As I've noted, Howard seems to have left 1660-1800 alone, for whatever reasons.
As Fierro noted, Harold Lamb wrote at least one excellent JPJ story (I remember more) in
Swords From the Sea.