GLASGOW PEGGY (Hieland Lads) Taken from the condensed Bronson, with a note to the effect that it has been "recorded by MacColl and Peggy Seeger": these references don't always mean that the particular version quoted is the one recorded, though sometimes they do, and tend therefore to confuse people. The original source is not acknowledged. Details are: Greig MSS., I, p. 33; text, Nk. 726, XVI, p. 26. Sung by J. W. Spence, Rosecroft, Fyvie, July 1905. The song appears in Bronson, Traditional Tunes of the Child Ballads, vol III pp 371-2; and in The Greig-Duncan Folk Song Collection, vol 4 pp 307-315 (version a).
GLASGOW PEGGY (2) No source acknowledged. It appears to be a cut-down form of Child's example 228A (Child, IV, 271: originally C K Sharpe, Ballad Book, 1823, no XV p 40). No tune is extant for that version, so the source of the midi provided is also a puzzle. It appears to be pretty much the usual tune, though.
MacColl got his set from his father, William Miller. The transcription Roberto provides above (made by Kenneth Goldstein?) appears in Bronson III 371. "gweed" in verse 8 is as transcribed, but is presumably MacColl's way of singing "good"; though, when MacColl published the song himself (Singing Island, 1960, 23) he rendered it as "gay".
None of this answers Bearheart's question, of course. Did the band say where they got the song? That might help. It appeared on Caledonia's Hardy Sons (originally released 1978) and on a "Best of" compilation.