'By Norham' - that's interesting. Can I ask why have you always understood that Sedayne? BTW, Norham is in England, just (!). It is mentioned by Walter Scott in 'Marmion' - 'Day set on Norham's castled steep'.

The entry for 'Norham' in 'Brewer's Britain & Ireland' makes no mention of the ballad and it usuallly does if a particular place is associated with a well known song.

For some reason I've always associated the song with Aberdeenshire but I've been wrong before!