Scott didn't "collect" it. He was sent it by Charles Kirkpatrick Sharpe, "as written down, from tradition, by a lady" (Minstrelsy, edition of 1812: II, 214). Child (I, 253) quotes a letter from Sharpe to Scott (August 8, 1802): "The song of 'The Twa Corbies' was given to me by Miss Erskine of Alva (now Mrs Kerr), who, I think, said that she had written it down from the recitation of an old woman at Alva."

Palgrave was presumably referring to the Ravenscroft Three Ravens; no form of Twa Corbies, so far as is known, appeared in print until the 19th century.