Correction, "Maid of Fyvie O" is a Scots reworking of the Irish "Pretty Peggy of Darby O". (Song and history on my website) There are at least two other "Pretty Peg/Peggy O" songs (not counting the American reworking (by Rossina Emmit?, 1880) of "Pretty Peggy of Darby O", but I don't have them.
It seems quite possible that the one you're looking for is "The shearin's no for you, Pretty Peggy O". I can't seem to find it in DT, although I thought it was there. Some one will come up with it. Thomas Lyle used it's tune for his "Kelvin Grove" about 1820, and the tune is often found under the "Kelvin Grove" title.