여가지고 is spoken shorthand for 이어서 or 이라서, "because it is": 제가 공주여가지고 "because I'm a princess", 해외여가지고 "since it's abroad". Every line here hangs it on a noun, and the 가지고 part has nothing to do with holding or having — it is just the chatty version of the linking ending. It marks speech as relaxed and slightly regional and never appears in formal writing, where you would use 이라서 or 이기 때문에.