Here is what Odum and Johnson had in "The Negro and His Songs," 1925. Lyrics only.

Lyr. Add: BRADY

Brady went to hell, but he didn't go to stay,
Devil say, "Brady, step 'roun' dis way,
I'm lookin' for you mos' every day."

Brady, Brady, you know you done wrong,
You come in when game was goin' on,
An' dey laid po' Brady down.

Up wid de crowbar, bus' open de do',
Lef' him lyin' dead on pool-room flo';
An' they laid his po' body down.

Womens in Iowy dey heard de news,
Wrote it down on old red shoes
Dat dey glad po' Brady was dead.

"The scene is one of a killing in a game of poker or craps. "They laid his po' body down" is the common way of saying they killed him. The expression has been met in a number of verses previously given. Just what the conclusion of the scene with the devil was, the Negro singer does not seem to know."
Odum and Johnson, 1925, The Negro and His Songs, Univ. NC Press; reprints by Negro Universities Press, pp. 208-209.

The expression "laid" for kill appears in a version of Railroad Bill:
Railroad Bill went out west,
Met ole Jessie James, thought he had him beat;
But Jesse laid ole Railroad Bill.

Many of these songs borrow from others. Verses above about the ladies dressed in red often appear in these songs, even in "Casey Jones."

Womens in Kansas, all dressed in red,
Got de news dat Casey was dead.
De womens in Jackson, all dressed in black,
Said, in fac, he was a cracker-jack.