Bessie Bell and Mary Gray
A ballad. The tale is that these two young ladies, natives of Perth, to avoid the plague of 1666, retired to a rural retreat called the Burnbraes, about a mile from Lynedock, the residence of Mary Gray. A young man, in love with both, carried them provisions. Both ladies died of the plague, and were buried at Dornock Hough.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894