Bob, since the Lomax and Gordon texts all mention arrival at an established Pocahontas (originally "Pine City"), the song is unlikely to have been written before 1863 - and it could easily have been written later. (Pocahontas, says Wikipedia, set up a post office on Aug. 4, 1863.)
Either way, I wouldn't rely too heavily on the identity of the Indians. "Sioux" prominently lived out west, were (or had been) at war with the United States, and the name usefully has only one syllable.
Identifying a murderer reputedly skinned by the Indians in the 1860s would shed considerable light on the story.