[Geoff Bacon]

You can use the filters to do what you want e.g.

Create collections for your different categories e.g. Scottish - populate these collections with the required songs.

Select/Edit any song and display the filters
Tap on "Source" and create new entries for  Airs, Waltzes, Reels, Jigs etc.

Modify each song so that it has the appropriate source (a song can have multiple source values if necessary but I'm assuming those mentioned are mutually exclusive))

When creating a setlist, display the filters and set the "Collection" to "Scottish" (say)
Tap on "Source" and select the required fields e.g. "Waltz", "Jigs" and "Reels"
This will restrict the display to Scottish songs that  are Waltzes, or Jigs or Reels 

You probably also want to use "Song Title Formatting" (in Library Settings) so that each entry also displays the Source field. This will make it easier for you to select songs and also show you those that haven't yet been categorised. 

Geoff