Robert Burn's probably collected the song and then changed some parts of it. His version is different from the one's in the database and I had no idea their were so many versions. It's probably ancient. Burn's version goes like this:
^^

O mirk, mirk is this midnight hour
And loud the tempest roar!
A waeful wanderer seeks thy tower -
Lord Gregory, ope thy door.
An exile frae her father's ha',
And a' for the sake o thee,
At least some pity on me shaw,
If love it may na be.

Lord Gregory mind'st thou not the grove
By bonie Irwine side,
Where first I own'd that virgin love
I lang, lang had denied?
How aften didst thou pledge and vow,
Thou wad for ay be mine?
And my fond heart, itsel sae true,
It ne'er mistrusted thine.

Hard is thy heart, Lord Gregory,
And flinty is thy breast:
Thou bolt of Heaven that flashest by,
O, wilt thou bring me rest!
Ye mustering thunders from above,
Your willing victim see,
But spare and pardon my fause love,
His wrangs to Heaven and me!

I just found out the original poem was by John Wolcot under the 'nom de plume' of Peter Pindar.

[still adding line breaks after all these years]