Emily, I've looked through all the resources I've got, and I find precious little. On the links I posted, I should have noted that none furnish the historical information you're looking for. All I found was this passage on "Lady Maisry" in The Viking Book of Folk Ballads of the English-Speaking World:

Burning, or hanging, was the prescribed penalty in medieval Scottish law for sexual indulgence by an unmarried woman - unless her family protected the offender or found a nominal father for her child. Doubtless the unnatural cruelty of the brother in the ballad explains why it has disappeared from modern tradition.

I think that in another thread on this song (links above) Bruce Olson provided the "Lady Maisry" text that the Viking book uses.

John Jacob Niles, whose scholarship seems to be almost universally questioned, says, "Ballads containing the story-line of 'Lady Maisry' have been encountered in Norway, Sweden, Finland, Denmark, Iceland, the Baltic States, the Germanic countries, France, Spain, Portugal, and, of course, England, Scotland, and the North American continent. In almost every case, there is agreement on the important points. The heroine rejects all the local suitors. An employee on her father's estate, a kitchen worker, or a rejected suitor reports that the heroine is about to give birth to an illegitimate child. She loses her life at the stake or in some equally violent manner, her true lover arriving too late to save her but in time to avenge her death with sword and fire." This more-or-less agrees with a note on Ballad No. 65 in Child.
Niles has another version he calls "Lord Dillard and Lady Flora:"

LORD DILLARD AND LADY FLORA
(Source: Ballad Book of John Jacob Niles)

"Oh little boy, oh pretty boy,
I'll give you meat and fee,
If you will to Lord Dillard go
And fetch him quick to me."

"Go saddle up my bestest horse,
The one that foaled last spring,
And let me have my bugle horn,
And I'll make the bridle ring."

"Oh Mother, Father, Brother,
How hateful are you all!
I soon will die a-burning,
And be beyond recall."

Lord Dillard and his merry men
For help they came too late.
And how they'll swing their trusty swords
Because of all this hate.

Lord Dillard went into the blaze
And lifted up her head,
But nevermore a word said she,
'Cause she and her son were dead.

I'd recommend you read the great story Niles tells of how he collected "Sweet Maisry" and "Lord Dillard and Lady Flora." It's a bit too long to type. It's too bad that the inaccuracy of some of his work brings everything he did into question. It's kind of like the guy who wrote the semi-fictional biography of Ronald Reagan - you don't know what's true, and what's not.
-Joe Offer-