Lighter: Same here. Just thinking out loud. No way to ever prove anything, but it's fun to speculate. Folk etymology. (I hope that won't incite tirades about the 1954 definition of folk etymology)

I'm really interested in one thing you said:
But if "blue note" in the relevant sense is first *known* to appear in 1915, and in an earlier sense 20 years before...
Where did that latter information come from? And what was the earlier meaning of "blue note"?

With regard to "singing the blues": As a folk etymologist, I'm concerned with plausibility. It seems plausible to me that "singing the blues" and "crying the blues" could have been popular expressions before there was any music called blues, even if there's no written record of it. But that can't be said of "playing the blues." And a lot of the first compositions calling themselves blues were instrumental pieces that sounded more like ragtime than the moaning and complaining music we now think of as blues. It doesn't seem likely that those would have been called blues because of the connection blue=sad. Sad lyrics were in some cases added much later, but that could have been after a blue=sad connection had been tacked on. Perhaps there was earlier folk music that was sad and was called blues for that reason, and Handy and other early composers took something from that style but not the sadness, and also took the name that those folk musicians applied to their own music; but I haven't seen any evidence of that.