Roud has a version published on JFS 1909, collected by Vaughan-Williams from a Mr. E Shergold. It's reprinted in Roy Palmer's Bushes And Briars (Folk Songs Collected by RVW). Palmer gives the earliest he can find as "an eighteenth-century ballad slip entitled 'The Maiden's Complaint for the Loss of her Shepherd'". He goes on to mention: "One of the best known versions is known as 'The Holmfirth Anthem', because of an arrangement made at the turn of the last century by Joe ('Mendelssohn') Perkins, woolsorter, and conductor of the Holmfirth Choral Society"
Palmer's appendix gives details as Mr. E. Shergold (aged 75), of Amesbury, Wiltshire at Southampton Workhouse. The ballad slip is without imprint: Madden 5/1060.