It would likely be the Firth of Forth, as in "Lads frae the Forth an' the Carron Water", the Western end of Scotland, if I remember my geography. But I don't know the song, and its not in the DT. On the WWW it is revealed as by Robert Burns hisself, 1791:

Out over the Forth, I look to the North;
But what is the north and its Highlands to me?
The south nor the east gie ease to my breast,
The far foreign land, or the wide rolling sea.

But I look to the west when I gae to rest,
That happy my dreams and my slumbers may be;
For far in the west lives he I loe best,
The man that is dear to my babie and me.

Given the year, he could be fighting in Canada or settling in Nova Scotia or the States.