If Lloyd's notes survive, they will probably be among the papers he left to Goldsmiths' College. The song was in the first edition of CAYBM, so it may be that he didn't visit the place at all but received the material as correspondence, possibly via the NUM.

Roud lists a set of 'The Gresford Disaster' recorded by Alan Lomax from a Mrs A Cosgrove of Newtongrange; perhaps the same person.