Hilts,
I can’t identify anywhere named Valhalla in Ireland. Irish names can be difficult to interpret and were often mistranscribed overseas. There’s only one townland in Ireland that begins “Val”. That’s Valleymount in Co Wicklow. Don’t think that fits your information. So Valhalla seems significantly awry from whatever it was in Ireland. Can’t suggest what it might be.
The information that your ancestors came from Scotland in the 1600s generally points to them settling in the counties of Ulster. Some 200,000 Scots came to Ireland then (about 20% of the entire Scottish population). But some did settle outside Ulster in cities like Dublin, Cork & Galway so it’s not a universal rule. They were often Presbyterian which can be an indicator as to their origins.
None of the names you have mentioned (Major, Gibson & Baird) are native Irish names so that tends to point to them all having moved to Ireland from Scotland or England, probably in the 1600s, or later.
Researching in Ireland in the 1700s is very hard going due to the general lack of records. If you don’t know where they lived it’s a needle in a haystack. Ideally you need to know the person’s exact denomination and the townland or parish they lived in to have any chance of finding them, and even then there may not be any records for that location.
Possibly DNA testing may be a way of matching with others who have additional information about where the family originate. Family Tree DNA reportedly has more people with Ulster roots than any other company. That obviously increases the chances of finding a match. You might want to try them or, if you have already tested, you can transfer your results to them for no fee.
The North of Ireland Family History Society is running an Ulster DNA project in conjunction with FTDNA and can offer testing kits at a reduced price. http://www.nifhs.org (Go to DNA project on the website).
Griffiths Valuation for Armagh c 1860 has 8 Major households in the county. The website shows the relevant parishes. You might want to research church records there. (The records may not be on-line, and a visit to PRONI in Belfast may be necessary).
https://www.askaboutireland.ie/griffith-valuation/index.xml?action=nameSearch
The 1901 census of Armagh has 41 people named Major in the county. 6 were RC, the rest Church of Ireland (Anglican). So you might want to focus on COI church records in Armagh. The records are in PRONI. A few are also on-line on the rootsireland site.
http://www.census.nationalarchives.ie/search/
