For everything you want to know about Edinburgh, its history and its music, see Jack Campin's wonderful CD "Embro, Embro". That might give you a clue to at least one pronunciation too!

Embro, Embro

The American price gives you a very generous exchange rate just now!

As for Tyburn, that's where executions were carried out, and where several of the Regicides (those who signed Charles I's death warrant) were hanged, drawn and quartered after the restoration.