Really only the first two of Cox's texts are at all relevant here.

I quoted the Ned Straight 'Sweet Maggie Gordon' in this thread back in May 2000. At the time it was unclear how to find a stable URL for songsheets at LOC, but they give you clues nowadays: http://hdl.loc.gov/loc.music/sm1880.01560  does it.

As I mentioned at the time, Mr Straight didn't appear to claim the words, just the arrangement.

Dennis wanted a reference earlier than 1860; no sooner said than done. Thanks, Jonathan. How did you turn up that Vanity Fair example?

The set of 'Peggy Gordon' that Edith Fowke got from LaRena Clark in 1966 can now be seen as part of a 'limited preview' of Fowke's A Family Heritage: The Story and Songs of LaRena Clark (University of Calgary Press, 1994). See  Peggy Gordon: LaRena Clark.

It includes a larger than usual number of floaters, together with material from 'George Riley'. Fowke suggests that LaRena's form of the song might derive from 'When First I Came to the County Limerick', in Joyce, Old Irish Folk Music and Songs, and there are certainly notable parallels, though the text in Joyce (I haven't looked at the tune yet) is actually closer to 'When First I Came to Caledonia' and it or another version may very well have provided the model for the latter song. Joyce is available via the Internet Archive.