A little dry and academic, but I just read this one, which quotes from oft-ignored sources like ballads and witch trials to try and piece together exact what fairy belief in Scotland looked like from the middle ages to ~1800:
Scottish Fairy Belief by Lizanne Henderson and Edward J. Cowan (both of the University of Glasgow).
Some takeaways:
- fairy folk in Scotland were rarely (though sometimes) believed to be diminutive (that being more of an English thing).
- Some believed the fairies to be the fallen angels who happened to fall on land (the ones who landed in the sea became, of course, seals)
- In shades of Margaret Murray's witch cult theory, many witch trials apparently depict earnest fairy beliefs that have been given a satanic gloss by christian inquisitors
It also talks about Robert Kirk, the author of
The Secret Commonwealth, who was believed by some to have been abducted by the fairies himself.
For good measure, here are two great and mysterious Scots fairy ballads:
Thomas Rhymer, which describes how the (apparently historical) prophet got his abilities: through a long trek to fairyland,
For forty days and forty nights
He wade thro red blude to the knee
and a long stay there. He is granted the gift (or curse) of being unable to tell a lie, hence his prophetic abilities.
Tam Lin, in which a young woman becomes pregnant after being essentially raped by a man taken captive by the fairies; however, she decides that she's in love with him (the bad old days eh) and aids his escape from the Queen of Elphin.
For more information about specifically Orkney fairy/trow belief, look here:
orkneyjar.com