Possible Clues:

• Criminal group go north of the border
• Go in Scotland and get nervous over a lion (4)
• The Daltons, e.g.
• The crooks get nervous to have a lion after them
• Bunch of hoodlums
• Go around Scotland in a group
• Joke about northern band
• Color-wearing group
• Group will go North of the Border
• Tattoo identification, maybe