How likely is it that any non-Celtic language was spoken in the British Isles when the Romans invaded?

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The answer appears to be "We don't know." We're sure that there were spoken languages in the British Isles before the arrival of the Celtic languages, because the archaeology tells us that there were working human cultures.

We cannot say with certainty that there was no tribe or clan that preserved a pre-Celtic language to the time of the Roman invasion. All we know is that there is no solid evidence for it.

There were hypotheses that the Pictish language was not Indo-European, but they were based on the unreadability of Ogham inscriptions, and claims of cultural practices, such as tattooing and matrilineal family structures, which were not considered usual for Indo-European speakers, as of the end of the nineteenth century. There weren't any records of the language indicating that it was non-Indo-European. More recent ideas have portrayed Pictish as Celtic with a non-IE substrate language, but those have been undermined by more recent archaeology, leaving Pictish as "Probably a Celtic language."

There are imaginable ways in which we could discover that a non-Celtic language was still in use by the time that the Romans arrived, but they're all pretty unlikely. For example (made up by me, just now), if we were to learn to read Ogham far better (plausible), discovered a lot more writings in it (unlikely) that could be securely dated to before the Roman invasion (really unlikely), and were to find in them phonetic transcriptions of text that was definitely not Celtic, but resembled Basque, that would be evidence of a non-Celtic language being used. Basque is not an Indo-European language, and is not related to any other living language. It may well be a survivor from the period before the IE languages spread into Europe.

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