It's great fun to listen through all the different versions of this song. Here's Willie Nelson's version, which is vastly different from the others. Is it his composition, or is it traditional? Here's a source that attributes it to John Cale: https://mojim.com/usy106711x38x86.htm
Chorus is: Yeah, Blue; Yeah, Blue, Yeah, Blue.

https://www.youtube.com/watch?v=qpiR6LFpVQU

OL' BLUE (as sung by Willie Nelson) Lyricist：John Cale

I had a dog and his name was Blue
I'll tell you what ol' Blue would do
Yeah, Blue, yeah, Blue, yeah, Blue

He'd go out every night about dark
And it wouldn't be long till you'd hear him bark
Yeah, Blue, yeah, Blue, yeah, Blue

And I'd go out to see what he had
It'd be a great big possum up a black jack tree
Yeah, Blue, yeah, Blue, yeah, Blue

I'd get a stick and I'd knock him down
I'm gonna bake that possum good and brown
Yeah, Blue, yeah, Blue, yeah, Blue


Ol' Blue, he died and he died so hard
That he graveled little holes all over the yard
Yeah, Blue, yeah, Blue, yeah, Blue

I dug his grave with a silver spade
And I lowered him down with a golden chain
Yeah, Blue, yeah, Blue, yeah, Blue

And when I get to heaven, I'll tell you what I'll do
I'm gonna get my horn and call ol' Blue
Yeah, Blue, yeah, Blue, yeah, Blue

Yeah, Blue, yeah, Blue, yeah, Blue
Yeah, Blue, yeah, Blue, yeah, Blue



source: ※ Mojim.com