Do a search here. I know I've seen a jew's harp and a virtual harmonica on offer lately, so I wouldn't be surprised if they have a VSTi dedicated to bagpipes.
Seems to me a concertina or accordian sound pretty close to a bagpipe, minus the drone. With some EQ and judicious FX, the addition of a drone chord, and some experimentation, I bet you could save yourself a lotta money... or maybe not. Is this for a background or a main track? Worth a try...
I'd recommend checking out EMM Knagalis by DashSignature. It does fairly good job emulating various ethnic instruments and in general everything with a drone in them. It also supports .tun tuning files. That's where I get my bagpipe sounds from.