The name "Volunteers" was applied to a series of different forces. The first was a short lived regiment of the regular line that had a secondary title as Edinburgh Volunteers. Known as the 80th Regiment of Foot (Royal Edinburgh Volunteers), it was a regiment in the British Army from 1778 to 1783. It was formed in Edinburgh, Scotland by ‘letter of service’ in 1778 specifically for duty in North America and sailed to New York commanded by lieutenant-colonel Thomas Dundas in 1779. The regiment then moved to Virginia, where they were captured at the Battle of Yorktown. The regiment returned to Scotland to be disbanded in 1783. The regiment seems to have done little during its existence except parade and spend thousands of pounds of public, guild and private money while at the same time underpaying its ordinary soldiers so badly that many of their wives and families were left destitute.
A more significant force was a home guard raised in the 1790s; the Arming Act of April 1794 emphasised their role in defending Britain against the threat of invasion by France, but the Declaration that inaugurated the Edinburgh Volunteers on 26 September left no doubt of their real purpose, which was to be a counter-revolutionary vigilante force focused on potential insurrection at home.
There were 700 members of the Edinburgh Volunteers at their inception; smaller brigades were formed in Leith and other surrounding towns, some 30,000 men in the whole of Scotland. The first group of Volunteers to go into action were those of Perth, used to put down a riot in 1795; the most serious revolt in Edinburgh that year was the naval mutiny in Leith Roads in October, which the Volunteers could hardly have done anything about. The Edinburgh Volunteers were called out to quell civil disturbance on a few occasions, though never against heavy opposition; they broke up a meal riot in the Pleasance in 1800 and guarded meal dealers' shops in the aftermath.
The peak of the movement came at Earl Moira's arrival in 1803. There were now 10,000 volunteers in Edinburgh alone, and Moira reviewed them all on Portobello beach before starting a programme of mock battles to train them (in which he had problems persuading local Highlanders to pretend to be defeated). By 1807 the REV had lost half its strength, and the lawyer Bain Whyt, Captain and Adjutant of its First Regiment, was reduced to a desperate plea for recruits to little avail. Soon after Whyt's plea, the whole movement was torn apart by recriminations, with the Leith branch disbanding in protest at being sidelined by Edinburgh. The REV were finally dissolved in 1820.
Perhaps by extrapolating a likely date of birth for your quarry you can determine which of the two types of Edinburgh Volunteers he was, a civilian who liked to dress up, or a professional soldier who fought in the American War of Independence.