"Cò às a tha thu Anna?"
Translation:Where are you from, Anna?
Yes, "cò às" means where from.
In older Gaelic, I believe "cò?" was a more generic interrogative, but these days is normally understood as just "who?", except for in "cò às" where the meaning has been frozen as "where from?". Other people interpret it as "from whom do you come". In any case, it means "where from?" today.
a = the relative particle (that/which/whom)
That particle notionally follows most interrogatives, though is invisible after ones ending in a vowel (most of them).
Historically Gaelic speakers lived in tribes known as clans. Clans generally had anscestral land. If you were a MacDonald for example you were likely from certain regions of the country.
Over time the phrase Cò às a tha thu, which literally means "what people are you from" has come to mean "where are you from" as a result. There is an air of persistence to that even now in Gaelic as one of the first things a native speaker will do when they learn you speak Gaelic is ask for your life story.
Just to add a bit about the relative particle. I don’t know much Sc. Gaelic, but I know some Irish, and I believe in Gaelic it works the same way.
All question words in Gaelic work as copula forms (the is verb in is mise… ‘I am…’), so cò actually means something like ‘who-is-it?’ and dè means ‘what-is-it?’.
This way in Gaelic to ask a more complex question you need a subordinate relative clause, instead of asking ‘where are you from?’ you ask ‘where-it-is from where you are?’, instead of asking ‘who made it?’ you ask ‘who-it-is that made it?’.
Because of this you need a relative particle in those questions. Also see how it effectively keeps the verb first in questions.