Really? They’re there already - better yet, visit Dumfries - you’ll wait a long time before hearing a Scots accent. ‘Non-locals’ have made Scotland their home for many reasons - and no doubt helped to halt Independence - so that ship has sailed, and there’s no reason to ban construction on those grounds alone.
Well, for example, a city on the scale of Milton Keynes would be ~10% of the population of Scotland!
It would materially impact the political fortunes of the entire country.
And anything smaller would be unable to sustain itself in such a low population density hinterland, it would turn into another economically deprived and unattractive small town.
I'd suggest is extremely unlikely that any plausible government of Scotland would agree to such a thing.
So that, combined with the National Parks and nature reserves near Kielder Water makes a city in the borders impractical.
Expanding Carlisle might work but I am skeptical you'd get permission to build onto an existing major settlement like that. It would end up with ~5 times the population.