I was going to post the following to your other thread on the subject, but the link from their site to MP3.com screwed my browser and I had to re-start the computer...
There are a good few tunes named for one Douglas or another (we've got about a bit over the years) but I've never heard of a tune called Kathryn Douglas; the nearest I can find is a reference to a modern piece, Miss Katrina Margaret Douglas, written by a John Douglas (her father, I think). Do the Davis family say where they got it? "Scottish traditional" (as on their website) isn't especially helpful.