I think what really happened is unknowable: it could have been a phantom pregnancy, some kind of psychological disorder, who can tell? The event is too long ago and too insignificant to be recorded except in the calypso and a few interviews, themselves not too reliable.

Another example is a recording of Boo Boo Man sung by Lord Melody. He begins the verse (not used by Belafonte) which starts "My wife and I had a big disturbance/owing to the constant annoyance" but he sings "Constance annoyance". The audience laughs at this so much that Melody has to restart the verse. So who was Constance? Probably only someone alive at the time could tell me. For a song written in 1956 this is still possible but for Netty written in '36 all that remains is the calypso...