According to legend, in 563 St Columba travelled from Ireland to Scotland with twelve companions in a wicker boat covered with leather. They first landed near Southend (12 miles across the Irish sea) on the Kintyre Peninsula, before moving onto Iona. St Columba's Chapel lies within Keil Cemetery and a rocky outcrop carries a footprint believed to be that of St Columba. Just outside the cemetery is a well, apparently with healing qualitites.
As for the caves close by: a 1881 census reported 2 families living in the caves. One of the caves is called Piper's Cave; legend has it that a bagpipe player disappeared while on his way home one evening, past the caves. Apparently you can sometimes hear his ghost playing pipes.