Another version of the song is "St. James' Hospital", which makes it sound as though he's being wrapped in linen (or, in some versions, flannel) because he has the shivers. Here are the lyrics as recorded by A. L. Lloyd:

As I was out walking by St. James' hospital
I was out walking down by there one day
I spied a young man all wrapped in white linen
All wrapped in white linen, though warm was the day.

I asked him what ailed him, I asked him what failed him
I asked him the cause of all his complaint
"It's all on account of some handsome young woman
'Tis she that has caused me to weep and lament"

"And had she but told me before she disordered me
Had she but told me of it in time
I might have got pills or salts of white mercury
But now I'm cut down in the height of me prime."

"Get six young soldiers to carry me coffin
Six young girls to sing me a song
And have each of them carry a bunch of green laurel
So they can't smell me as they bear me along."

"And don't muffle your drums, me jewel, me joy
Play your fife merry as you bear me along
And fire your bright muskets all over me coffin
Sayin', 'There goes an unfortunate lad to his home'."

It was recorded on Lloyd's Topic album "First Person", and has been reissued on the superb Fellside CD "Classic A. L. Lloyd".

Peace.
Paul