There were also a Scottish and (I believe) an English regiment with Gustavus Adolphus, so some of the songs could be even older. The idea of a woman putting on men's clothing to follow her lover is a whole lot more plausible in mid-Seventeenth Century context, where war was extremely irregular and chaotic, than with more regular armies like Marlborough's. So far as I am aware, few if any British soldiers actually fought on the Continent in the Seven Years' War; they used Hessians and Hanoverians.