James Dick (SRB #119) saw Burns MS version of the song (SMM #233,
1790). The tune there was first noted by Burns to be "Mount my
baggage", but Burns crossed it out, and called it "The Captain's
Lady".

Dick gives the following as a stanza of an English song of the
17th century [Which I haven't yet located]:

I will away, and I will not tarry,

I will away, and be a Captain's lady,

A Captain's lady is a dame of honour --

She has her maid to wait upon her,

To wait upon her, and get all things ready,

I will away, and be a Captain's lady,

The tune was printed with the title "Mount My Baggage", c 1745
(Walsh's 'Caledonian Country Dances', bk 4), and was also known
as "Caddie Laddy".