Nothing I can see that implies that Danny Boy "is set in Scotland anyway" - I suppose it could be, since they've got pipes and glens there as well, and Highland Catholcs getting shot by the redcoats and all. But I can't see anything to indicate a Caledonian provenance.

Of course the classic example of a song that's become identified as Irish is the Wild Rover, collected in East Anglia.

I can't imagine asking songs for passports before I sang them.