This is a Scottish practice that is similar to the English Rogation ceremonies which annually confirm the parish boundaries. The custom claimed to have continued for something like 4 centuries – till early 20th century, so is post Reformation. Their treatment of sucides is harsher than the English. This is the final piece from Highways & Byways of the Border:
“The custom as yet shows no sign of waning in popularity; indeed as the years pass, it seems to rise steadily in favour, …It is a cheerful ride and a beautiful, in the sweet air of a sunny June morning. Selkirk needs no awakening that day by the shrill fifes that are so early afoot in the streets; even the old and the accent of breath rise from their beds betimes and make a push to see the muster of riders in the Market Place. Then it is thought eh shallows of the gushing river, and away over the breezy hills, for horsemen all filled with enthusiasm if not in all cases very secure of seat. It is a pleasant ride – away over the hill by “Tibbie Tamson”, the lonely grave of a poor 18th century Suicide, a Selkirk woman, the victim of religious despair. Of unpardoned sinners the chief, as she imagined, in a pious frenzy, she took her own life; therefore must her body be denied Christian burial and the pos privilege of lying beside her friends in “the auld Kirk yard”. Bundled into a pauper’s coffin, she was carted out of Selkirk under a hail of stones and of execrations from her righteous neighbours, and here, on the quiet hill, her body found rest.
Then the route runs across the heather – where wasps wail eerily and the grouse dash out with sudden whir that sets some horses capering – and away to the cairn of the Threee Brethren, overlooking Tweed and Fairnilee; then down by the Nettley Bur and across Ettrick where Queen Mary is said to have forded it, and so home by the Shawburn, to see the Colours “Cast” in the market place. And then to breakfast with an appetite that in ordinary circumstances comes only “when all the world is young” It is 200 years and more since it was ordained the the Marches be ridden o the first Tuesday of June each year – formerly August had been he month – and that the Deacons of all Crafts in Selkirk were not only to attend themselves, with their horses, but that they were to see that every man of their trade who had a horse should also ride, “all in their best equipage and furniture”. ….
in the afternoon the great body of the townsfolk stream out southward over a hill to the Gala Rig. Here horse races are run, over a course most gloriously situated, where a matchless view lies widespread to the Cheviots and down to far Liddesdale, and away our among he dim blue hills of Ettrick and Yarrow. There were races held here at least as early as 1720.