Hogg inserted that song in his Jacobite Relics, and would have had his readers believe it was traditional.

In fact he seems to have written the words himself. The tune is from the middle of the 18th century, "Fairly shot of her" - as far as I know it's only known from Lowland Scottish sources.

There must have been a lot of Donald Macgillivrays, but Hogg's was imaginary.