The above-mentioned threads contain just about all the information I could find on the 'net EXCEPT:

There is a Czech (!) version of the song at http://www.karlin.mff.cuni.cz/~rokyta/asonance/text-cze/gillavry.htm -

and a genealogical site for MacGillavry - in Dutch! - at http://www.antenna.nl/~daktari/gillavry.htm -

These are probably useless to you, but it's always fun to marvel at what worders the Internet hath wrought.