Yes, I too have just acquired the lyrics, music and a cd with the Cowboy carol song, in a book called 'Merrily to Bethlehem' - songalong cd - performed by Michael Haslam - pian0 - by the A & C Black Songbook & CD Collection.
I sang this song in my school choir (in the 60's) at school in Germany. Which also reminded me of a German song I use to enjoy singing with the choir ' oh mein liebe Ausgustine'.