Incidentally
Got this from ana article in the EFDSS journal indicating that, while some of the facts may be slightly wrong, (poetic licence) the ballads was based on actual characters
Jim Carroll

The enduring popular appeal of the old Scots ballad 'Mill of Tiffs Annie* is due in part to the traditional belief that it tells a true story. Although scant, evidence from previously known sources supports the historical existence of five of the song’s six key characters. The sixth character, the trumpeter Andrew Lammie, has until now been known only from the ballad and its accompanying traditions. Archive documents, however, demonstrate that a man by the name of Andrew Lambie, or Lamb, lived in Scotland throughout the last quarter of the seventeenth century and on into the eighteenth, and that he had the right name, age, profession, and marital status to be the Andrew Lammie of the ballad. Furthermore, he was living in the right place, Edinburgh. But while the historical evidence supports the ballad story in one way, it contradicts it in another, for in most versions the trumpeter dies of grief soon after the death of his sweetheart in 1673. Rather than relating the bare historical facts, this ending can be understood to satisfy an emotional need for both singer and audience.