Yes it is confusing.
Your source might be right in that some people named Finnie originated in Scandinavia, whilst another family with the same spelling originated elsewhere.
The reason they are difficult to pin down is simple. Lack of written records. If only they had us genealogists in mind back then.
Online sources suggest the name is gaelic - O'Feanna, meaning son of (O' now dropped in this line) of a soldier (Feanna mutated in to Finnie). The intermixing between Irish and Scottish blood lines is huge, though the name, as I said previously, could come from literally anywhere. Scotland certainly has links with Scandinavia in abundance. However, I can't find any source that describes the name as Scandinavian.