And to get to the original question, most in Oz (with no personal experience of Scotland) that I've heard say the name, pronounce M(a)cPherson as Mcfurson with a short "fur", even though the stress is on that syllable. I do have a colleague at work, who migrated here from somewhere in the Scottish highlands and who extends that syllable slightly, to the extent that I hear it as "fair", and this is how I've always heard it pronounced by anyone in Oz who sings MacPherson's Lament.

Cheers, Rowan