Thankyou, Martin! I don't have O'Lochlainn's second volume (though there's a copy in the City Library if I need it), but armed with that information I found a text and a couple of alternative titles on the net. It turns out that there are two versions in the DT:REILLY'S FAREWELL. Version from Nova Scotia; no tune.
JOHN RALLY Set with tune, from The Greig-Duncan Folk Song Collection (noted from a Mr. Lyall). Greig-Duncan actually has six versions from Scotland, two with tunes.
The song even has a DT number, DT #463, and a Laws number, M8. There is an entry at The Traditional Ballad Index:
Riley's Farewell (Riley to America; John Riley) [Laws M8]
There also appears to be a set at the Max Hunter Folk Song Collection, but it's not yet available online.