I’ve only just caught up with this thread after some time, so apologies for not commenting sooner. I must say that Daniel Kelly has made a number of really important observations about Valentine O'Hara / Allan Tine of Harrow / Daring highwayman in his posts here and in his blog.

I’d like to highlight the following:

•        He identifies that the Daring highwayman (Roud 1553) is the same song as Valentine O'Hara / Allan Tine of Harrow (Roud 2403). I don’t think this has been mentioned here previously. I have passed this on to Steve Roud.

•        He has pretty conclusively (in my view) demonstrated that the story is not about a real person.

•        He has found a reference to an early Irish chapbook. This, together with the Dublin chapbook in the National Library of Scotland, seems to me to point to an Irish origin for the ballad and gives Valentine precedence over Allan Tine – the Irish chapbooks are from 1800/1815 whereas the Scottish ones are from the 1820s.