Wolfgang is of course correct in saying that Tyrol's not in Switzerland but the William Tell Overture was first performed in 1829. It would obviously take a few years for Pipe Major J MacLeod(the composer) to hear this tune and adapt it as a pipe tune called The Green Hill of Tyrol. It would appear therefore,that it has nothing to do with Scottish mercenaries. I think, as I suggested, it was a nod to William Tell and Macleod probably thought Tyrol, with its mountains etc. and Switzerland was a common connection ... or maybe it was pure geographical ignorance, I don't really know.