I would agree with Ashtone's suggestion that Rosse's Dragoons is probably a reference to The King's Own Regiment of Scottish Horse which was commanded by Charles Ross(e) at that time.
And from 1686 the 3rd Regiment of Foot Guards were on the English establishment, meaning that they were no longer exclusively a Scottish Regiment, and so there would be some English among their recruits, especially when the Regiment was stationed outside Scotland. If he joined up at around the end of the seventeenth century or early eighteenth, the regiment was fighting in the Low Countries and so would have taken recruits from wherever they could find them.