Although the English printed version 'Daring Highwayman' mentions plenty of personal names it doesn't give the name of the highwayman himself. The one printed by Pitts is after 1819. The first stanza seems to contradict itself as to where he is from.

I am a daring highwayman likewise a gallant sailor
From London town I surely came since I became a rover,
For a maid who proved with child for England I sailed over,
I left my parents almost wild since I became a rover.

The gelding is bought of Jem Sheldon which sounds a more plausible name than those in some versions (Shelding). His sweeting is Polly. He lies in Newgate at the end and all of his exploits, once returned from abroad, take place in London.