Hi Jon,
There's a full study article in Folk Music Journal 16 (1980) and 'The Bachelor Brave' was first printed by William & Cluer Dicey c1750. The original in my opinion is 'Bugaboo' 1689. See UCSB English Ballads 'The Fright'ned Yorkshire Damsel'. It was still 'bugaboo' (ghost) when printed by Goggin of Limerick in the late 18th century. I think 'bugaboo' had died out in London as a common word by middle of eighteenth century so some ballad writer updated it to 'foggy dew', foggying the meaning somewhat.

Of course there might have been an earlier still 'foggy dew' version in Scotland as The Complaynt has 'Fog cam to the mill dewr':-)