I'm not an expert, but from what I can find, there was a sort of "mysticism" associated with the ancient Britons and their swamps. They might have used them to stay cool in hot weather, as a ritual location, and as barriers to invaders who weren't acclimated to traveling in them.

A lot of these claims seem to come back to these writings from Cassius Dio, and we know the Romans frequently described "lesser" societies in a very unflattering way, so it may be exaggerated.

it's probably local mythos. like the best explanation that a scared mind can come up with in the moment. ancient Greeks used to think that when birds migrated they were just turning into fish for the winter. there's legends of ninja being able to walk on water, which may have been intentionally promulgated by somebody setting up like a magic trick to make it look like they had done so.

maybe somebody observed them keeping warm in a hot spring from a great distance and didn't realize what was going on, maybe they were just trying to come up with explanations for how they could pursue these guys into impassable swamps and completely lose them

Swamp chillin is peak defensible landtype.

Peat = good insulation

I imagine the swamp is a kind of insulation?

Yeah, tin for bronze.