Several contributors to this thread have referred to episodes within this ballad as though they belong to this ballad alone. The majority of the older ballads of the 16th/17th centuries are riddled with commonplaces, i.e., motifs that are common to several ballads. 'little penknives' are numerous. The footpage who runs with the message is one of the commonest. Even the choice of swords occurs in other ballads (likely originated in C81).
As I've said on a previous thread somewhere on this ballad the nobility at all levels by intermarriage and patronage of monarchs held estates all over the country, and both sides of the border after the union. There are bound to be Barnard and Musgrave properties and names all over the border areas and beyond. The Percys for instance had lots of land in my neck of the woods, East Yorkshire, miles away from the borders.