[1] His older brother Alexander Cockburn died in 1563, his epitaph by George Buchanan recording his travels and achievements engraved on a brass plate is at the National Museum of Scotland.
On 26 October 1591, during the North Berwick witch trials James VI gave him a commission to torture and punish those accused of witchcraft who refused to confess.
[8] An English diplomat Robert Bowes noted that Cockburn had hosted the Earls of Angus, Huntly, Errol, and Sir James Chisholme at Ormiston on 11 October 1593.
[9] In December 1593, Cockburn was appointed to a committee to audit the account of money spent by the Chancellor, John Maitland of Thirlestane, on the royal voyages.
[10] As a member of the Privy Council, Cockburn went with others to Stirling Castle in May 1603 to discuss and investigate a controversy involving Anne of Denmark who wished to take custody of her son, Prince Henry.