I have recently been reacquainting myself with the song "Captain Grant" as performed by Jack the Lad on their Rough Diamonds album (and, before that, by some members of the band under their previous guise of Hedgehog Pie).

This is a different version of the song to the one already posted on this site. The following lyrics are transcribed in the comments of a YouTube video:

Oh, me name is Captain Grant and I am bound to say
I'm one of them bold heroes found on the highway
With a brace of pistols and me bright long sword
Stand and deliver was always my word

Well doing the dirty act I always did scorn
But taking from the rich, well I thought it no harm
So I went collecting, had me cash secured
One half I spent and the other I gave to the poor

Oh when I saw poor people starve hungry or dry
Well I quickly sought out their want and I did them supply
In cheerful company I spent me store
And when it's gone, I go boldly collecting more

Went to Edinburgh jail then I was passed along
And there I was confined till me trial it came on
I was sentenced to be hanged for sheltering
Although I had no hand in that robbery

Ah, but before the day had dawned that I was to be hung
I bursted the prison doors and away I did run
And I escaped through the castle gates
And it was not safe there for me along the way

Out of Edinburgh jail then I made my way good
And I took up my lodgings that night in a wood
But there was a woman who did me betray
And I was surprised as asleep there I lay

I was surrounded, away I could not get
They seized me pistols for me powder was wet
And in me ill fortune I gave meself up
To that noted hero Lord Natty Take-up

Well back to Edinburgh jail then I was passed along
And there I was confined till me trial it came on
I was sentenced to be hanged for sheltering
Although I had no hand in that robbery

Oh men, now do forgive me, I pardon receive
I've took from the rich for the poor to relieve
God bless me wife and child, may they never want
Lord have mercy on the soul of poor Captain Grant
You know me name is Captain Grant

Most are quite clear but three lines have got me flummoxed:

"Oh when I saw poor people starve hungry or dry" - why "hungry or dry"? Does the "dry" relate to drink?

"I was sentenced to be hanged for sheltering my lay although I had no hand in that robbery" - what does "sheltering my lay" mean, I assume it should be a reference to a holdup of some kind.

"And in me ill fortune I gave myself up to that noted hero Lord Natty Take-up" - who is "Lord Natty Take-up"?

Any help on this would be greatly appreciated.