Comments applied by Malcolm Douglas apply to other old ballads as well. If they were popular in the 17-18 C, they were spread throughout the British Isles and colonies of the time on broadsides and by word of mouth and paper trails have been lost. Sometimes local events were interwoven, and may help in determining the provenance of a particular version. If our experts like Malcolm can't provide an answer, there is little chance of finding one without spending years going through mouldy paper in collections of ephemera.