Hi Catrin, I thought Terry Yarnell's singing of this was extremely powerful; he seemed to draw me into the life of the story, so that , like you, I found myself spellbound while he sang it, and captivated by the story despite having heard it often before.
Anyway this site Child Ballads gives the 25 different versions found by F J Child, of which 93.G looks nearest where the nurse is called "Orange". But I would expect that Terry either got the ballad from Ewan and Peggy, or from a traditional source.
I'll see if I can find anything more.
I'm afraid the Child Ballad site takes ages to scroll through, but be patient!

matthew