It isn't a song. It's an extract from the incidental music for William Shield's "pantomime" opera Oscar and Malvina, or The Hall of Fingal (1791). You can see sheet music at the Lester Levy Sheet Music Collection:

Overture to Oscar and Malvina, with the Highland March and Battle Pieces in various forms "Composed by Mr. Reeve". Published Longman and Broderip, No.26 Cheapside and No.13 Haymarket, [London] n.d.

I think you'll find the tune you want in there somewhere. According to The Fiddler's Companion, it's also known as Duplin House, Leslie's March or Lesley's March to Scotland and Blue Bonnets; under the last three titles you can find music in various formats at J C's Tunefinder.