Great find!! For those interested, here is what I know about the Gordon HS sets (most of this based on what Drum and David Cowe told me). I got HS 1, Gordon Highlanders on Parade, one of the rarest of all Imperial sets, in the fall of 2008. I didn't think I'd ever land one and then 2 HS1 Gordons showed up on Ebay in a matter of months. Drum won both of them and then gave me the chance to pick up the second one he landed (which was very kind). My understanding is that these sets were made for the Toy Soldier Gallery in Highland Falls, NY (probably at some point in the late 1980's or early 1990's). Drum spoke to the Toy Soldier Gallery and David Cowe and the best estimate is that Imperial made only 6 of these sets. Two of the HS 1 Gordons have been accounted for now. If you own one of the other four, post your story of how you landed it. The one I had was previously owned by a retired hospital executive in Ohio. They were mint. He never removed them from the box. Note the cover of the box is for the Cameron Highlanders. Imperial never made a separate cover for these sets. Instead, they just came with a certificate. If you want to see pictures of them (and rest of my Imperial collection), you can check out my profile page.
Dan
Dan