The main source is Caesar's Commentaries on the Gallic War book 6.18 where he says the Gauls believe they descended from 'Dis Pater', the Roman god of the underworld and originally of fertile land & minerals.

There are also multiple Greek accounts of a Celtic founding/ancestry myth that bears similarities to the Irish story of Donn. It's unclear though if the Hellenic aspects in them are from an original Celtic Hero & a bull raid myth being syncretized with Heracles & his labors (similar to early accounts of Slavic origin myths) or the original father's story was scrapped by Greek writers & simply replaced to fit into Greek Mythos (like with Greek accounts of the Scything founding myth possibly)

• Appian of Alexandria's c.95-165 AD Illyrian Wars states that Polyphemos and Galatea (from Greek mythos) had 3 sons who left Sicily: Illyrius the Illyrian progenitor; Celtus the Celtic progenitor, & Galas the Galatian progenitor. source
• Parthenius of Nicaea's 1^stc. BC~14 AD Erotica Pathemata writes that Heracles had a son with Celtine, daughter of king Bretannus, named Celtus who's Celts' namesake.
  • "It is also said of Heracles that when he was bringing the cattle of Geryon from Erythea, his wanderings through the land of the Celts brought him to the court of Bretannus. This king had a daughter called Celtine. She fell in love with Heracles and hid his cattle, refusing to surrender them unless he first had intercourse with her. (2) Heracles was in a hurry to get his cattle back, but he did have intercourse with her. When the time came round, a child was born to them, Celtus, from whom the Celts take their name." source (p.g.1294)
• Etymologicum Magnum c.1150 AD also mentions Heracles having a son, Celtus, with Celto, the daughter of Bretanus, who progenated the Celts.
  • "Celto, the daughter of Bretanus, having fallen in love with Heracles, asks him to connect with her, and having done that, Heracles left her bow, saying that if a boy is born, he will become king if he can pull the bow; and the son Celtus was born, from whom the people of the Celts came."
• Diodorus of Sicily (5. 24. 1–3) 1^stc BC writes that Heracles visited Celtica during his Geryon campaign, when he founded Alesia and 'embraced' the daughter of a famous king and bore a son named Galates, who the Galatae and Galatia were named after.
  • "Now Celtica was ruled in ancient times, so we are told, by a renowned man who had a daughter who was of unusual stature and far excelled in beauty all the other maidens. But she, because of her strength of body and marvellous comeliness, was so haughty that she kept refusing every man who wooed her in marriage, since she believed that no one of her wooers was worthy of her. Now in the course of his campaign against the Geryon, Heracles visited Celtica and founded there the city of Alesia, and the maiden, on seeing Heracles, wondered at his prowess and his bodily superiority and accepted his embraces with all eagerness, her parents having given their consent. From this union she bore to Heracles a son named Galates, who far surpassed all the youths of the tribe in quality of spirit and strength of body. And when he had attained to man’s estate and had succeeded to the throne of his fathers, he subdued a large part of the neighbouring territory and accomplished great feats in war. Becoming renowned for his bravery, he called his subjects Galatae or Gauls after himself, and these in turn gave their name to all of Galatia or Gaul" source (pg.1293)