I've just noticed this thread - I've been after the origins of Pretty Saro for years. I vaguely remember someone once telling me that it was collected in Somerset and this made sense to me as I've interpreted the version I know as fitting in very neatly with the emigrations from Wiltshire and Somerset to Upper Canada in the 1820s and 1830s. Many of these emigrants, whose passage was paid for by the parish were ex soldiers, and their letters home were published at the time in order to encourage other poor people to emigrate. In 'my' version one of the verses is

'I wished I was a poet and could write a fine hand I'd write my love a letter, so she'd understand I'd send it by the islands, where the waters overflow, And I'd think on Pretty Saro, wherever I go.'

Letters out of Upper Canada (like the emigrants who came in) would have been carried thought the St lawrence and through its rapids and the many islands between Quebec, Montreal and Kingston.