> Burns made some remarks on the ballad

Perhaps this:

"The people in Ayrshire begin this song:-
The gypsies cam to my Lord Cassili's yett
They have a great many more stanzas in this song than I ever yet saw in any printed copy. The castle is still remaining at Maybole, where his lordship shut up his wayward spouse, and kept her for life."

(James C. Dick, Notes on Scottish Song by Robert Burns, 1908, p. 35)