"blue notes on sheet music, which is what Jazz Marion was talking about" To someone who was asking about the blues, "Jazz" Marion mentioned both the "blue note" and the "blues," and talked about the "blues" not being on the sheet music ("never written into music"). If the mellow-about-words Seagrove quoted him correctly.

Abbe Niles encountered the sheet music of Handy's "Memphis Blues" in 1913.

I don't think a song lyric from 1879 has all that much to do with how black people talked to white people about black people in conversation in the North in 1915.