Ah - I think Arlequin is confusing the various book series. His guides should be fine for the Alfred the great era 'Uhtred' series, but not for the earlier 'King Arthur' series.
For a short answer - none of the Saga models are really appropriate, as they happen ~400-500 years later. GB actually has a range perfectly suited to (and inspired by the King arthur series) - they are under 'Late Roman, Huns, Sassanids & Age Of Arthur armies' on the website. From these:
*The GB Arthurian Romano-British, late roman & 'British & Welsh kingdoms' would work for the Britons and Arthurs forces.
*The Irish for the black shield Irish.
*The Early Saxons & Saxons/German tribes for various Saxons & Angles (possibly with some Franks mixed in to add further variety.
*If you want to go further north, the Picts & Scots/Scots-Irish are suitable for scotland.
Now, if you are happy to bend historical accuracy a bit, and really want to use the Saga sets.... The Welsh starter set is perfectly suited for use as Britons (infact, they even use figures from the 'British & welsh kingdom' range I mention earlier) The Anglo saxon set will do for Early saxons without being too out of the way (the same for the vikings, although spectacle helms are less correct than the standard spangenhelm) & the Scots would work as picts/irish if you squint a bit. the other sets (especially the ones with long coats &/or kite shields really are way too late or in the case of the skraelings, on completely the wrong continant. Mind you, the very inauthentic but cool 'Picts' in the eagle looked more Native American than pictish/celtic, so you could use the skraelings for them if you wanted some more fantasy elements...)