Unfornately I can't help you much with the roman contexte. Nevertheless I can speak about celtic's instruments a bit.

Today we know "pretty well" a celtic war instrument called Carnyx. It's a vertical trumpet with a zoomorphic head The word itself is not utilised by classical writters, the only appearance of the word is in byzantine lexicon from the XIIe century, we can also find a close form in a greek lexicon of the Vth century. Very rare allusion therefore, but many antic authors make indirect references (periphrasis) in theirs stories. Such as Diodorus Siculus or Plutarch describing celtic tribes at war using zoomorphic trumpet. Figurative carnyx are also rare, we can find some depiction on various roman trophy such as the Trajan's column or a monument in the museum of Narbonne. But thoses depictions do not seems to match the archaeological finding. The only "realistic" depiction of Carnyx are found on the Gundestrup Cauldron (on the plate E).

So considering the laconic texts and rare depiction our main source is the archaeology. Until recently we didn't had complete carnyx, only very limited pieces such as the Deskford Carnyx. But in 2001 french archaeologists find an exceptionnal deposit of metallic object at Tintignac in Corrèze. In order to continue I'll need first to define what is a deposit : it's a set of object put together in one place and deliberatly abndonned for various Reason (religious or social mainly, the hypothesis of hiding place for a treasure is largely challenged today) it's a very very common and important feature of both the Bronze Age (mostly final) and the Iron Age (La Tène period). So in this deposit archeaelogist find several warrior panoply and 7 complete Carnyx ! 6 with a figurative wild boar head and 1 with a serpent head. The wild boar is a very common figure in celtic art, and obviously represent power, aggresivity, masculinity etc... Needless to say it completly revolutionned our vision of this instrument and allowed us to make credible copy of it. It also confirmed that Carnyx were associated with warriors and therefore given that the Tintignac deposit was in a cult context maybe have a more "religious"/"representative" power/function. Also because the little we know about Celtic religion/religious places are heavily oriented toward the warrior figure. Note that the carnyx was not the only war trumpet that celt used but were a specific instrument of them, also it seems that usage was not generalized in all celtic tribes. Only certain tribe in Gaul and Great Britain did use Carnyx.

Several modern copy of Carnyx exist today and you can check on you tube for the sound, the museum of Scotland did one demonstration.

Hope that my English is understandable and that I at least made an interresting point for you