I see that Lloyd was suggesting that there was an English song called 'St James Hospital'. He says:

But, also we performed, [that is] both sides, both the ballads lot and the blues lot - performed a certain amount of material, which came rather close together. You know, things like, for example, an English version of St James' Hospital and Humprey's Band would do a jazzed up version of Streets of Laredo [added: or St James' Infirmary], that kind of thing. And this had a considerable impact because the Lyttleton Band had prestige, and it had a big audience

As I have pointed out at length on other threads, there was not. All the evidence suggests that Lloyd himself created such a song. It was English, since he created it, but not a traditional song, though possibly based on the Such broadsheet about a Lock Hospital. There is no direct evidence that the words 'St James ….' appeared in a British version prior to the 20th century.

See the 'Unfortunate Rake' threads here for more information.