Richie, You are correct, we can find the first line "I am a pilgrim and a stranger" in Southern Harp, but I also have found other lines/phrases that appear in "I am a Pilgrim" in other hymns that predate this. At some point, parts of these hymns were combined to form the the version that we have from Merle Travis. It would be wonderful to know who he learned this from, and where that unknown person got their version from!

You are going to have to go with me that while "there is no close approximation in print" there are parts of earlier hymns that, when combined, complete the version that we know now, more than 200 years after the original versions.

I will post the earlier hymns that contain the proto-lyrics for I am a Pilgrim. These predate the original (1844) Southern Harp publication. Southern Harp was essentially a compilation of hymns that had been published in other sources (going back to the first decade of the 1800s). I think the "authoritative" study of this is David W. Steel and Richard H. Hulan, The Makers of the Sacred Harp (University of Illinois Press, 2010)

http://jsr.fsu.edu/issues/vol14/hartsock.html