Digital storytelling has been used in cultural heritage for over two decades, yet integrating this in museum displays to encourage visitors' deep engagement, including both affective and cognitive outcomes, remains challenging and raises a number of issues. EMOTIVE is a European Union Horizon 2020 Research and Innovation project which addresses some of these as it aims to design and evaluate emotionally engaging digital visitor experiences for heritage sites and museum displays. The Hunterian, the museum of the University of Glasgow and one of the EMOTIVE cultural partners, has designed digital stories to interpret its permanent display 'The Antonine Wall: Rome's Final Frontier' which showcases the museum's collection from the Wall, a UNESCO World Heritage site. The paper discusses a) the design of the on-site EMOTIVE experience of 'Ebutius's Dilemma' based on the EMOTIVE conceptual framework, and b) the qualitative and quantitative, mixed-methods evaluation of the impact of the experience on diverse visitor groups, focusing primarily on emotional engagement, and based on the EMOTIVE evaluation framework. It presents formative evaluation findings, the lessons learned from using a variety of methods, and discusses the broader issues raised when designing for and studying emotional engagement in cultural heritage settings.