Samuel Pepys didn't hear the song in Scotland, as I've mentioned before when somebody (might have been Boab that time, too) said that he had. He heard it in London, and described it as a "pretty Scotch song". People have often assumed that that means it was Scottish; but at that time, as William Chappell pointed out long ago, the term "Scotch" had replaced the earlier "Northern" as an indicator, not of origin, but of subject and/or style for new broadside and stage songs. We don't know if it started out in Scotland or England, but it was probably quite new when Pepys heard it.