There are two characters who flee Scotland first in William Shakespeare's Macbeth. Both Malcolm and Donalbain, state that they will leave Scotland after finding out about their father's death. No that the life of their father (King Duncan) has been taken, both fear for their own lives. Malcolm states that he will go to England; Donalbain will go to Ireland.
Later, Macduff is in England with Malcolm. Unbeknownst to Macduff, Macbeth has sent murderers to kill him and his family. Luckily for Macduff, he is in England; unfortunately for his family, they are still in Scotland (Fife to be exact) and are killed. Even later still, Ross comes to England to meet up with Malcolm and Macduff (to help with the war against Macbeth).
While it is never stated that Macduff and Ross flee Scotland for their lives (it is only stated that Malcolm and Donalbain do), all four men do leave Scotland in order to raise a faction against Macbeth.