A little bit more information:

'Rob Roy' was written from the Spring of 1817 by Walter Scott. (wikipedia)

Isaac Pocock (1782–1835) converted some of the Waverley novels into operatic dramas. On 12 March 1818 his 'Rob Roy Macgregor, or Auld Lang Syne,' an operatic drama in three acts, was first played at Covent Garden. (wikipedia)

I have found some sheet music of the ballad, The Rose Of Allandale, Sung By Mr Wilson at the Theatre Royal Convent Garden, Written By Charles Jefferys and Composed By S Nelson
Publisher: Chappell & Co. Ltd. London. ©1820.