Source: Leaves from the Golden Bough, pages 202 to 203.
Another Highland story sets forth how Hugh, prince of Lochlin, was long held captive by a giant who lived in a cave overlooking the Sound of Mull. At last, after he had spent many years of captivity in that dismal cave, it came to pass that one night the giant and his wife had a great dispute, and Hugh overheard their talk, and learned that the giant's soul was in a precious gem which he always wore on his forehead. So the prince watched his opportunity, seized the gem, and having no means of escape or concealment, hastily swallowed it. Like lightning from the clouds, the giant's sword flashed from its scabbard and flew between Hugh's head and his body to intercept the gem before it could descend into the prince's stomach. But it was too late; and the giant fell down, sword in hand, and expired without a gasp. Hugh had now lost his head, it is true, but having the giant's soul in his body he felt none the worse for the accident. So he buckled the giant's sword at his side, mounted the grey filly, swifter than the east wind, that never had a bridle, and rode home. But the want of his head made a painful impression on his friends; indeed they maintained that he was a ghost and shut the door in his face, so now he wanders for ever in shades of darkness, riding the grey filly fleeter than the wind. On stormy nights, when the wind howls about the gables and among the trees, you may see him galloping along the shore of the sea "between wave and sand." Many a naughty little boy, who would not go quietly to bed, has been carried off by Headless Hugh on his grey filly and never seen again.