Hello Frances,
Here’s the regiments.org page for the Lanark Militia but there are no clues as to exactly where they were in 1808.
http://web.archive.org/web/200710310915 ... anark1.htm
The newspapers are useful for just about anything and you can get a fair idea of what they were up to in a given timeframe.
Caledonian Mercury (Edinburgh), Saturday, November 14, 1807
Yesterday the 75th Regiment marched from Edinburgh Castle for Haddington, to relieve four companies of the Royal Lanark Militia, who arrived here yesterday afternoon.
The Morning Chronicle (London), Wednesday, December 9, 1807
Story about a torch-light procession by Masonic Lodge members at Edinburgh. “(the streets being lined by a large detachment of the Royals and Lanark Militia Regiments)”.
Caledonian Mercury (Edinburgh), Thursday, June 9, 1808
The Royal Lanarkshire militia marches to-morrow from the Castle to Haddington. Their conduct while in garrison here has been very exemplary.
Caledonian Mercury (Edinburgh), Monday, August 21, 1809
The remainder of the Royal Lanarkshire Militia have marched into the Castle, from Musselburgh barracks.
Caledonian Mercury (Edinburgh), Saturday, November 4, 1809
Yesterday, the Royal Lanarkshire Militia were reviewed and inspected, on Burntsfield Links, by Major-General Scott.
Hope that helps,
Alan