There's an interesting aspect as to where the song came from. If you do a comparison to "Wrap Me Up in My Tarpaulin Jacket" or the "Handsome Young Airman" in Carl Sandburg's American Songbag, you will find a similar song in tune and construction. It was collected from the time of World War I. Don't know John Connolly but Sandburg's book was published around 1927. Could it have been the basis for Mr. Connolly's song? Check it out.