Captain reported receiving a low altitude alert from ATC during departure when they flew below the minimum vectoring altitude. Flight crew continued climb and departed.

Narrative

Departed runway 02 out of GPI at XA:45 local. We maintained runway heading until the end of the runway and 1500 feet AGL. We then began a right turn toward the FCA VOR. We continued our climb at best rate and we were told to contact Seattle Center. I contacted Seattle Center and received the response of radar contact. The controller then came back and stated; 'Aircraft X; low altitude alert; you are below our MVA. What departure are you on?' I responded with; 'we are on the Skott Two departure preceding direct FCA climbing through 8000 for 13000'. Seattle responded by saying; it's supposed to be a left hand turn towards the fix but ok; passing 9500 proceed direct Skott.At that point we were passing through 10000 already; I responded with; 'We are passing 10000 we will proceed direct SkOTT' No further transmission was made about the departure; and we were later handed off to the next controller. The weather was stating overcast around 8000 but it was very broken along our flight path. We were in VMC during the whole departure. And there was no traffic conflict. The SkOTT TWO departure states a left turn OR a right turn in VMC conditions as long as you can maintain the climb gradient. We maintained a climb gradient steeper than the minimum required.