"Dhu" is "black" (in this context, dark-haired) not "dear". It's common in collections around 1800, especially in separately published song sheets (which are never indexed very well). Try Charles Gore's Scottish Music Index (you have to subscribe but I think it's free) for the first known version of the tune - probably Patrick Macdonald in the 1780s? North's version was first published in book form in Alexander Campbell's "Albyn's Anthology" of 1816. BTW it's KEITH Norman Macdonald, but he's pretty irrelevant to the history of this one.
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