que?

Never heard of it.....is it some sort of make believe...or a re-enactors group?

The Royal Scots Dragoon Guards (ex Royal Scots Greys) are Scotland's cavalry regiment. Not quite the same but also mounted were the likes of the Scottish Horse, Scottish Horse Yeomanry, Lothian & Borders Horse etc.

Nothing to do with the Legion of Frontiersmen I presume?
I saw pics of some of them all dressed up in some sort of cavalryman type uniforms recently.

In fact, here's a rather amusing webpage :-

http://www.arrse.co.uk/wiki/Legion_of_Frontiersmen