I have seen Essex do some that might fit this era, does anybody have other recommendations in 15mm options seem a bit thin on the ground?
If you only look specifically for figures listed as "Border Reivers" then I suspect your search will not be very fruitful. However, if you are prepared to be a bit more "liberal" as to what a BR would have looked like, then there is quite a lot out there! I have a BR "army" that I use in FoG:R (Field of Glory: Renaissance) competitions at my club - it's not a serious army, but it can provide the more "usual" suspects with something to think about, consisting of an interesting mix of close and open order horse with all sorts of missile options. I use 2nd Generation Minifigs - now long OOP, but still occasionally crop up on eBay - but the corresponding figures in their current range (3rd Generation) will also give you some excellent options.
In addition to "Border Horse" and "command" figures, I use everything from mounted crossbowmen, to lancers/scourers from the Mediaeval and Renaissance eras (armour and dress generally would be slightly dated), and sometimes slightly beyond, including hussites and some of the less "exotic" Eastern Europeans. For example, by mixing various types of crossbowmen, you can get some real rag-tag units that typify the "jumble sale" appearance of a BR force. Two of my close order, and two open order "skirmish" units, are made up of Polish-Lithuanian "hussars" - stylish pointed helmet with wide brim, cloak, lance and "latch" crossbow slung across the back. Other units are composed of a mix of Border and Irish horse - varying levels of armour, lances, and big shields that you can paint a nice St George's cross or St Andrew's saltire onto.
There's a link below to the Miniature Figurines current catalogue - scroll down the left hand menu till you reach "Renaissance" and just dive in! You can do the same with Essex (whose catalogue is almost entirely illustrated); another manufacturer I would suggest that you look at is Donnington. In all three cases, look at the Mediaeval ranges as well, you never know.
http://www.miniaturefigurines.co.uk/Catalogue.aspx?ScaleID=2&CategoryID=8