Versions of "Young Henry," "Henry's Downfall" and "Van Diemen's Land" were probably learned mostly from broadsides (period-1820-1880) and I would guess were little circulated as folk songs; Malcolm would know more about that.
All three are in the Bodleian Library, absent from NLS; haven't checked Glasgow yet.

I will post them here once I finish checking the unattributed ones in the DT and threads.

Richard, where did the two that you posted come from?