It seem the first version of Sail Away Ladies is found in Talley's Negro Folk Rymes p. 20 from 1920. It can be viewed on-line through a book search. Kuntz also includes them on-line. Here they are:
Sail away, ladies! Sail away! Sail away, ladies! Sail away! Nev' min' what dem white folks say, May de Mighty bless you. Sail away!
Nev' min' what you daddy say, Shake yo liddle foot an' fly away, Nev' min' if yo' mammy say: "De Devil'll git you." Sail away!
Macon's lyric version (not in the DT?) was done in 1927. The Talley rhyme includes lyrics found in Sally Ann, a very similar song. The Hill Billies in 1925 used the line "Shake you little foot Sally Ann." Since Sally Ann also includes the "Sail away" lyric it makes it difficult to separate the two songs.
Are there any earlier, perhaps minstrel lyrics, to "Sail Away Ladies"?