The earliest I have found reference to the name Cheyne is in a book about the Cheyne's & Wyatts where the name comes to the UK from France with the invasion by William the Conqueror in 1066.
From there on they dispersed all over the UK and and in Chelsea, London there is even a street called "Cheyne Walk"
If you have access to old TV programmes there is a UK Channel 4 production series called "Time Team" where in one episode they investigate an old house by archaeological investigation on some of the more colourful / disreputable ancestors in the family around the 1400.1500 I think.
I have so far traced my own tree back to the 1650's that are predominantly based in Aberdeenshire, Scotland and so far appear reputable.
I hope this helps and if you need to do any tracing of ancestors in the UK one web site that is very good is Scotland People - there is a small cost element but it is very good.
Regards
Graham Cheyne