"I've had a quick flick through online and yes there are about half a dozen versions out of 223 that have slipped through the net."

Happy to be of service. The Roud index is such a monumental undertaking that the only way the glitches are going to be discovered is when a researcher is looking at the fine detail.

The reason I was looking at 'Earl Brand' in detail was to follow the line of research suggested by Steve G, "to look at a collection such as Sharp/Campbell, selecting examples of ballads that have distict Scottish and English variants back in England."

If we exclude 'The Dragoon and the Lady' (and I quite agree that we should), that leaves only two copies from England: the White/Bell one from Northumberland (Child 7A - there are several alternative texts but it's basically the same piece) and the fragment from Percy (Child 7F). Neither of these seem to have any siginificant material in common with the various North American texts listed in Bronson (which of course includes Campbell and Sharp).

By contrast, there is plenty of of overlap between the American copies and the various Scots 'Douglas Tragedy' versions from Scott, Motherwell, Greig-Duncan, etc. The key lines in common (allowing for minor variation) are:

'Rise [wake] up you seven brothers [sleepers]'
(the following '...and put on your armour so bright' survives only occasionally).

'Light down, light down, lady Margaret he said
And hold my steed in your hand [for a while]
While I go and fight your seven brothers
And your father I make a stand [standing nigh, etc]'

'Hold your hand Lord William, she said
For your strokes are wondrous sore
True lovers i can get many a one
But a father I'll never get more'

'He's mounted her on a milk-white steed
Himself on a dapple grey
With a bugle [buckler] hanging by his side
And slowly [bleeding] they [he] rode away'

There are also verses in which she has to choose between family and lover, and in which she mops her father's blood, that keep cropping up on both sides of the ocean. The few versions from the Canadian Maritimes seem to be closer to the Scots than are the Appalachian versions. There's also a little clutch of Appalachian variants in which new details are added - Margaret's father's head falls at her feet in the battle, and a formulaic verse about the cock / chickens crowing (to establish a timeframe) is sometimes added. It would be neat to report that these versions all came from the Alleghany Mountains area around Allenstand, White Rock and Hot Springs (where Sharp and Karpeles began their collecting), but unfortunately there's a rogue variant collected by Olive Campbell in Georgia that has both elements.

I would conclude from the above that 'Earl Brand' almost certainly arrived in North America from Scotland, but that it was subject to subsequent oral veriation (the names get changed and so forth). Whether the father's rolling head and the crowing chickens suggest interpolations in a printed copy is something we can speculate about!