Sigrid Rieuwerts in her article 'The Historical Moorings of TGL: JF and Lady Cassilis, (p78f in The Ballad and Oral Literature, ed Joseph Harris, 1991) goes through all of the later machinations between Earls of Cassilis and the gypsies which include many hangings, but no elopements or abductions. If it's of any use I'll go back over it and see where she starts from. I'm pretty certain she doesn't cover the first earl though.

Does anyone know of any more recent papers on the subject?