Hi, Emily. Interesting song. For a start, I'll paste in the entry from the Traditional Ballad Index.
-Joe Offer-

Lady Maisry [Child 65]

DESCRIPTION: The Scottish heroine loves an English lord above all Scots. Her family, learning of her love and (in most versions) her pregnancy, prepare to burn her. She sends tokens to her love, but she has been burnt before he can arrive. (He takes bitter vengeance)
AUTHOR: unknown
EARLIEST DATE: 1822
KEYWORDS: love separation death hate hardheartedness family execution revenge
FOUND IN: Britain(England(South,West),Scotland) US(SE)
REFERENCES (11 citations):
Child 65, "Lady Maisry" (11 texts)
Bronson 65, "Lady Maisry" (13 versions)
Leach, pp. 208-213, "Lady Maisry" (2 texts)
Friedman, p. 74, "Lady Maisry" (1 text)
OBB 73, "Lady Maisry" (1 text)
PBB 40, "Janet (Lady Maisry)" (1 text)
Sharp-100E 10, "Lady Maisry" (1 text, 1 tune)
Niles 26, "Lady Maisry" (2 texts, 2 tunes; the second is short, and appears to be a mixed text)
Gummere, pp. 218-222+352, "Lady Maisry" (1 text)
DBuchan 11, "Lady Maisry", 29, "Lady Maisry" (2 texts, 1 tune in appendix)
DT 65, SCLELAND* LMAISRY*
CROSS-REFERENCES:
cf. "Mother, Mother, Make My Bed"
ALTERNATE TITLES:
Bonnie Susie Cleland
Sweet Maisry
Lord Dillard and Lady Flora

We have previous threads on this song here and here and here and here.