Well, cnd, I found Begone Dull Care, and Can Ye Sew Cushions?, Miss Wardlaw's Reel, and Miss Ann Bain's Fancy in Vol 4 of Aird's book which was published in 1796 (I think that's correct), so the tunes could have been compiled in a book of Airs of Scotland, Wales, England and maybe Ireland. I didn't find Codiad yr Ehedydd in the Aird books Vols 3 or 4 unless it is there with an alternative title.

I just looked at the title pages of both vols 3 & 4 Title page Aird Vol 3 and there is a big banner on both which says "Humbly dedicated to the volunteer and defensive bands of Great Britain and Ireland", so a good bit of deduction on your part, cnd!

Can Ye Sew Cushions? was collected by Robert Burns at around the same time - not exactly sure of the date.