I don't see "Jock o'Hazeldean" as a sad song. In fact, it's about a young woman being shoved into an arranged marriage, but on the wedding day, she takes command of her own life and

They sought her both in bower and hall,
But the lady wasna' seen.
She's o'er the border and awa'
Wi' Jock o'Hazeldean!

The man she really loves. Way to go, girl!!

CLICKY

Now, if you want a sad song, how about the one Carl Sandburg referred to as "The Sad Song?" Also known as "Lady Mary."

Don Firth