It's my understanding that Sir John Cope did abandon his troops at Prestonpans. Once upon a time I could have been more specific but the details escape me just now. He did what we Civil War folk like to call "pulling a Gideon Pillow." (Pillow abandonded his troops to the Yankees at Fort Donelson in Tennessee. Bedford Forrest, however, said he had not gone there to surrender, and sneaked his troops out under cover of darkness.)

There have been several instances throughout recorded history of women masquerading as men for whatever reason, so I think some of those songs are rooted in fact, even if the songs themselves are not completely factual. Where there's smoke there's usually fire, or at least a few ashes.