It's one of my recordings from the Gypsy folk in Blackpool. It seems to be a confusion between the Outlandish Knight, Binnorie, and a murder ballad. Has any body come across a song about two sisters 'Murdered by Sicilian John'
It could be of early music hall origin, or a fragment of a gallows ballad.
It follows the Outlandish knight format of 'It is not fitting that a rogue like him should walk with the two sisters' then goes into unknown (to me) territory about this John murderer.
Any ideas?