First of all, an apology for acting like a ballad collector and giving Brian Peters' first name a number of different spellings! Sorry about that Brian.
Secondly, I Googled "Edith Ballenger Price." I thought I had done this. But obviously I had not. There is actually quite a bit of stuff out there on her. She was born April 26, 1897, and died September 29, 1997. She was an American author, who wrote a bunch of books, and she started the Brownie Scouts. Here are some links:
And finally, from Google, this snippet:
"1. Ballads Migrant in New England - As sung by Miss Edith Ballenger Price of Newport, Rhode Island. Learned about 1910 when a small child, from the singing of a friend in Amherst, Massachusetts .... "
I don't know what song this refers to, and it doesn't come up in the Google Book, but if I had to guess, I would say that this refers to the same information that we have about Price's source for "The Daemon Lover", that she learned it " as a young girl from "a lady living in Massachusetts, whose forebears came from England"." So, there may be more information out there on this woman/person from Amherst, MA, whose family may have come from "England" .