A similar story to the one below (this time involving a brother kidnapped by the fairies of the Burnswark, with the sister left behind) is ‘Elphin Irving – The Fairies’ Cupbearer’. You can read a long version (including song) in ‘Scottish Fairy and Folk Tales’ by Sir George Douglas [1901] – an online version available courtesy of the magnanimous people at the Sacred Texts Archive:
sacred-texts.com/neu/celt/sfft/sfft81.htm