In reply to Mike H SNV:
I've never encountered Scottish midges in Iceland but you do get small, lazy black flies in the NE and in the Highlands, and unlike midges, these are far less put off by anything above a gentle breeze. Nor have I found them to bite, though some say that they do.
On the other hand, they can be a nuisance (think flies in the Australian outback, if you've been there) and they can appear in large, dense swarms, so you might want to consider using a midge net.
(Presumably our word "midge" is derived from the the same word as the Icelandic stem "my", but although the Icelandic term is translated as "midge", it doesn't refer to the same thing as our word "midge".)