Steve.
I only have the ballad W & L M orally from a late neighbour whose father and the Galloway poet Thomas Murray heard it c1860 and the story behind it at the site tradition gives as the scene where it took place, this being Thirlestain Castle two or three miles N.W. of Selkirk, note:- there were two Thirlestain Castles some 15 to 20 miles apart as the crow flies, the one in question being owned by the Scots and it is no longer in existance the other, which can be visited, was the home of the Maitlands one of whom was secretary to Mary Queen of Scots.
When I last checked I was the only person ever to have recorded this one.
I will check up and see if I can find the site where details of recordings can be found.