The Scots language never developed a modern common spelling standard as such because in education etc it was swamped by Standard English. I think 'wadna' would be the more common spelling but Hogg being a Borderer would probably have pronounced it as "wadnae". In the same way that folk speaking the modern Borders of dialect of Scots would generally pronounce "dinna" and "canna" as "dinnae" and "cannae"
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sj