As Abby says, the earliest printed copy of this ballad (Child's No. #76) appeared in Herd's Scottish Songs in 1776, entitled "The Bonny Lass of Lochroyan, or Lochroyen".  There was, however, a manuscript copy from earlier in the 18th century ("Fair Isabell of Rochroyall") which Child gives as version A in The English and Scottish Popular Ballads (part IV, 1886).  The Irish versions are later.  In the 11 versions Child quotes, the man is named as "Love Gregory" (in five) "Lord Gregory"(in three) "Love Gregor" (one) "Lord Gregorie" (one) and plain "Gregory" (one; the only Irish variant Child had).  So far as history goes; there is, to the best of my knowledge, no historical basis at all for this song.  Others, of course, may know differently.

See also:

At  The Traditional Ballad Index,  The Lass of Roch Royal

At  Bodleian Library Broadside Ballads,  The lass of Ocram  Broadside printed between 1819 and 1844 by J. Pitts of 6, Great Saint Andrew Street, Seven Dials, London.

If you use the "Digitrad and Forum Search" box on the main Forum page to look for lord gregory, you'll find 3 versions in the database and several past discussions on the subject.

Malcolm