This lyric set is full of "Mondegreens" ( as in Laid him on the green = Lady Mondegreen)
It is a beautiful song. These words are from Lovely in the Dances.

Vs 1- Here is where she had her dwelling
Vs 2- "Notre dame to Saint Denis", and the last line is "She has vanished like the snow"
Vs 3- " Joan came riding from Lorraine" and "England burnt her at Rouen", also "Theirs the shame and ours the glory" ( It is from a French poem) and finally She has vanished like the snow-same as other 2 verses.
Vs 4-Where the time and where the place is,
That is what I'd like to know.
Where the glory and the grace is
When they vanish like the snow.

Hope that helps.