As I lived for some years at Oxford Grange quite close to Horkstow Grange this thread has piqued my interest. The farmland that surrounded me was now owned by a very large farm with one of it's headquaters at Horkstow Hall. The nearest Grange to Horkstow is just outside the boundary to the north towards Ferriby sluice and the Humber. There is a lot of information on Horkstow researched by the University of Portsmouth. This would be a rich source to mine to research the characters in the song. Happy hunting!
https://www.visionofbritain.org.uk/unit/10425@979/boundary