The customs story is also popular in Devon.
I have heard the Beckhampton version before but can't remember if I read it or was told it.
There are plenty of tales about the Waggon & Horses.

"Tom Dobell rode this country at one time. There is an exploit of his performed near this very spot.
Now Tom was the illegitimate son of a Welsh magnate and a Cardiganshire peasant woman.. His courage, quick wit, and eccentricity,
made him a favourite with the gentry there, and, indeed, has gained him local immortality.
On this occasion he was riding to London with a sum of gold for one of his patrons, disguised as a rustic Welsh clown, and mounted on a sorry pony.
He had reached Beckhampton, and in the inn there discovered, in suspicious converse with the landlady, an obvious highwayman, who
regarded him with unmistakable interest. Tom, greatly put to it, proceeded to pull some gold out of his saddle-pocket before their eyes, and then pressed it back again as if for greater security. He then rode away, and as quickly as possible transferred the cash to his pocket. In due course he perceived the
highwayman following him, and as he approached, jumped off his horse, ungirthed his saddle, and flung it conspicuously into a pond of water in a field by the roadside and rode slowly on. The highwayman, secure, so he fancied, of his prize, hitched up his horse, and adventured the pond in pursuit of the well-stored saddle.
Tom, who had in the mean time remained within sight, now rode back, as if to beg consideration, to where the highwayman's horse was tied, when, leaping suddenly on its back, he galloped away to Marlborough, not only with his cash in hand, but a thoroughbred horse into the bargain.
The welsh chronicle says that the horse was identified as Tom Dobell's, and that the people of Marlborough made a hero of Tom and feted him royally.
he sold the horse for a good sum, and reassuming his disguise, reached London in safety."
(A.G. Bradley. Round about Wiltshire. 1907)