"Peggy Gordon is originally believed to be a Scottish song ... "

"Originally believed" by whom, GUEST, and, more importantly, on what basis? There have been one or two fairly knowledgable contributors to this thread who are not prepared to express any certainty as to the origin of the song, beyond acknowledging that versions of it were collected in Nova Scotia by Helen Creighton ...

Btw, I'm not saying that it isn't Scottish, just that evidence is lacking.