[9] Their marriage was brief, Rosie having had an affair with Thomas Bruce, 7th Earl of Elgin, who lived across Charlotte Street from the newlyweds' home.
It is believed that when Hay Marshall was away from home, the Earl and Anderson "exchanged signals from their windows, sent each other frequent notes, and... [he] visited her late at night, when they sat together in the gloaming, refused to have candles brought and even blocked up the keyholes so that they should not be watched.
[10] They divorced in November 1803,[8][11] after eleven years of marriage, although it took two attempts due to Marshall's providing insufficient evidence of said adultery.
[12] The proceedings gave way to several Scots ballads, including "Rosey Anderson": There was an Assembly into Perth, and Rosey she was there, Lord Elgin danced with her that night, and did her heart ensnare, Lord Elgin danced with her that night, she walked home on his arm, Hay Marshall he came rushing in, in very great alarm.
[8] Anderson went to live with her parents in Edinburgh, her father's fortune having suffered from the decline in Perth's linen trade.