Hey BigDave,
The building materials are definitely too advanced for the Picts and this is intended. The weapons and armors are meant to be inspired by Pictish culture, but the building pieces are meant to represent what you would build to defend yourself against the Picts. 
The Conan character in the game is a reskinned NPC. Only his appearance is custom made, not his height. I will, however, make a suggestion to the team about making him a little taller.