"I find it very strange when a female starts 'Oh me name is Davey Lowsen' spoils the whole picture for me. Sorry."

If you're bothered about that, shouldn't you be even more bothered about the narrator in that song being dead? How you wrap you brain around that is up to you. One option could be to presume reincarnation, which could be to either a man or a woman. But it's easier just to accept that someone is presenting the story on behalf of the deceased Davey.

Richard