Cecil Sharp didn't find 'The Wild Rover' in Norfolk, as various people have stated; but that's because he never collected songs there. In fact he doesn't seem to have come across it at all, though other collectors did. It was pretty widely known in the southern half of England and the north of Scotland, where most of the early C20 collecting was done; probably throughout the UK if it comes to that, but we don't know for sure. Versions have also been found, more recently, in the USA, Canada, Australia, and Ireland.

It's an English, not Scottish, broadside song; widely printed in varying forms from the early C19 onward (plenty of examples at the Bodleian website. None from Scotland, though it clearly arrived there, albeit a little later): it was based on material from an earlier and much longer song written by Thomas Lanfiere in the later part of the 17th century (and published in London): 'The Good Fellow's Resolution; Or, The Bad Husband's return from his Folly.' We don't know what tune 'Wild Rover' was originally sung to (traditional versions vary), but at least one other broadside song (a re-write of 'Captain Ward and the Rainbow') was to be sung to 'The Wild Rover'.

More details are in thread Origins of The Wild Rover, though some of the posts aren't very accurate, and the mistaken reference to Sharp (where on earth did that come from?) is made there too.

The version in question here was from the repertoire of Sam Larner of Winterton in Norfolk, as has already been mentioned, though some people have drawn unwarranted conclusions based on what they would like people to have said rather than what they actually did say; that makes it so much easier to dismiss the question without really addressing it.

Ewan MacColl (not, as I have said, Cecil Sharp) got the song from Sam in 1958, and it appeared in MacColl and Seeger, The Singing Island (London: Mills Music, 1960, number 45, page 50). Sam's chorus (which doesn't appear in most traditional versions) was essentially the now-familiar one. It's a little late to ask him whether or not he thought that 'nay' was an uncommon word in Norfolk, but I see no reason to think that it would be any more out of place there than anywhere else. I will ask around next time I am there, but Jim Carroll (who knew Sam) may have more immediate and helpful things to say when he returns from his holidays.

At some point, if we accept the usual story, the Dubliners picked the song up (they and the Clanceys drew freely on the English as well as Irish repertoires) and the rest is, after a fashion, history. If that is indeed what happened, then the tune of the verses was changed a bit at some point during the course of borrowing: Sam's verses were sung to a form of the 'If I Was a Blackbird' melody, while his chorus was the familar one. It only takes a little ironing out of the subtleties of Sam's tune to arrive at the one made famous by the Dubliners; who also changed it from a reflective thing to the table-thumping anthem for drunks that we all know so well.