Some of the maps have places like Scotland and Wales showing up quite clearly - do you think that is real or an artefact of how the data was collected?

You mean the principal components of the genetic data? That's probably real. It's well known that they cluster geographically, just because people tend to mate with other people close to them. There might also be stronger effects at borders, due to endogamy within Scots/Welsh/English in the past.

There's a famous paper where they map the first two principal components of a bunch of humans and get a map of Europe out.