There are several genealogies which trace the Finley line back to Macbeth (1005-1057). The ruling family from Macbeth back to Erc (430) is documented in several places.
Stout has documentation going back to Fearchar MCFINLAY (b. 1236, Aberdeenshire, Scotland).
Anything before that is speculative.
See Finley Ancient Ancestors
Most of this is based on Myth and cannot be verified.
Macbryde Name Study BBC - Scotland's History - The Kingdom of the Gaels Scottish people - Wikipedia Erc was the last ruler in Ireland before the Scots moved to Scotland. (See comments and sources below.)

It obviously gets less accurate the further back you go since it is based on myth. According to The Milesian Legends the Scots originated in Scythia, an area between the Black and Caspian Sea in what is now Southern Russia, (2,400+ BC - 1,800 BC).
'Celtic' myth exposed by DNA |, 2014 The Kingdom of the Gaels | Scotland's History The Origin of the Irish and Scottish Gaels as revealed by their DNA | Irish Origenes, 2014 The Celtic people who immigrated to what is now Scotland were thought to have come from Ireland around 400 AD, but 2014 DNA studies indicated they came from the the area located between the Rivers Moselle and Rhine, which forms much of the modern borderlands of France and Germany. around 50 BC.
Fergus Mormacercc moved tribes from Ireland to Scotland around 460 CE
In the Clan Finley, Admiral Stout who wrote the definitive Finley Genealogy said.
"During the whole period of Scotland's Celtic history from 470 A.D. to the present time, many held to the Highlands. Religious persecution culmination in the Test of Oath of 1704, drove hundreds back to their ancient homeland in the Ulster Counties of Ireland"