What happened to the 9th Legion?

 They were never in Scotland

The theory the 9th Roman Legion went to Scotland, and disappeared is based on the dicovery of a "supposed" Imperial Eagle. The eagle, if it was one, is not from a standard seen in the Legions; like a Regimental Colour the Eagle was designed to be seen in battle to rally the troops. The eagle found would be hard to see from more than five feet away in an empty room.

The way the Roman army fought would not have suited Scotland; they fought in a phalange of 10 x 10 using their shield as a tortoise shell. This tactic would be impossible in the Glens, and Highlands.

There is a theory they went far north, almost to Dundee; this is also a far-fetched concept, there are few outposts north of York which could have acted as supply depots.

The two most likely scenarios are they were either beaten in battle by the Brigante fighting in York, or as they were the elite fighting force, and went in first they took such heavy casualties they were disabanded and merged with other legions.