Mrs May Kennedy McCord was born in Springfield, MO, 1880. "...she must have memorized every song she ever heard. She knew hundreds, including many old Child ballads. The Missouri collector Vance Randolph discovered and recorded her. She said she heard this song about 1900, but didn't know the title, which explains why it has so many of them. That also makes it difficult to find any trace of the original written source...."
"She began to write a regular newspaper column on Ozark folkways. At age 64, she started a radio program, "Hillbilly Heartbeats," that continued for 24 years. She died in 1979 at age 98, ..."

Ginny Hawker, "Letters From My Father," Rounder, sang the song. Her first verse differs somewhat from those posted here:

Lyr. Add: THE PALACE GRAND
Ginny Hawker
1.
He came from his palace grand,
And he came to my cottage door.
His words, they were few, but his looks
They will linger forevermore.
With the look in his sad dark eyes
More tender than words could be;
But I was nothing to him,
Though he was the world to me.
2.
And there in his garden strolls,
All dressed in satins and lace,
Lady Mary so strange and cold,
Who has in his heart no place.
For I would have been his bride
With a kiss for a lifetime fee,
But I was nothing to him
Though he was the world to me.
3.
And now in his palace grand
On a flower-strewn bier he lies,
With his beautiful lids tight closed
On his beautiful sad dark eyes.
And among mourners who mourn,
Why should I a mourner be?
For I was nothing to him,
Though he was the world to me.
4.
And how will it be with our souls
When we meet in that spirit land?
What the human heart ne'er knows
Will the spirit still understand?
Or in some celestial form
Will our sorrows repeated be?
Will I still be nothing to him,
Though he is the world to me.

Learned from Evelyn Beers.

Palace Grand

This reminds me of pre-Rafaelite painting, verse and thought of the latter half of the 19th c. Perhaps in the poems written in this genre, these verses will be found.