In the opening of the song a few instruments can be heard. The opening one is (I think) a harp, followed by a fiddle. Together with the fiddle, a rather "buzzing" instrument is also present, but I can't identify it. Any clue? I don't think it's a bagpipe.
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I would say that harp is more like a plucked zither as per the lack of deep resonance, and then followed by Irish bag pipes or "Uilleann" mixed with a recorder and or flute and string section. It would not surprise me to learn that these might be pretty good synth samples of nearly the same things. The buzzing is definitely from the bag pipes.