"Jockey" is a general term for a countryman or rustic; in this case he presumably lives or works on a moor.
"Busk and gang": "Get ready/dress and go"
"Kail an' cakes fu' dainty": "plenty of cabbage and oatcakes".
"But and Ben": a two-roomed cottage, literally "outside and inside"; kitchen and "inner" room.
"fu' genty" is "very neat (and) tidy".
A "mailen" is a farm.

John of Brisbane posted an extensive  Scottish Glossary   here about a year ago, which you will find useful.  There's a discussion of the song, with a verse that Jean Redpath omitted, here:  Lassie with the yellow Coatie: Note

Malcolm