It's too late at night for me to pull out the books and type up texts, but "Captain Grant" is Roud #1286, and there are dozens of versions known. Here is the one from the Alfred Williams collection:

My name is Captain Grant, as I am able to say,
I am one of those bold champions who go on the highway.
With my metal bullet and ball I knocked the sentry down,
And I made my escape out of Edinburgh town.

Verse 2

Out of Edinburgh Gaol, where I made my way good,
I took my night's lodging in the shelter of a wood;
'Twas of some wicked woman, she did me betray,
And she had me surrounded as sleeping I lay.

Verse 3

I fell upon my arms - my bullet and ball -
But my powder was damp and I could not fire at all;
It was my sad misfortune then my calling for to stop,
But out of you young gallants there may be one to stop.

Verse 4

Oh 'tis here now I must lie till Assizes do come round,
My heart is filled with sorrow for my life is almost gone;
God bless my wife and family, and I hope they'll never want,
And the Lord have mercy on my soul, said bold Captain Grant.


Or here is one from the Gardiner collection: https://archives.vwml.org/records/GG/1/21/1332

The Roud Index links to several more.