Originally missing, the Bodley Ballads website now has a listing for the 17th century copy licensed by Richard Pocock, 1685-8, but has not yet added the GIF. [Wood 417(129). I pointed out this missing ballad to them several months ago].
The licensing by R. P. indicates that it was not a reissue of an older ballad. What is curious is that there is a slightly older ballad, "Beauties Warning-piece", (ZN1415 in my broadside ballad index at www.erols.com/olsonw) which is obviously made up of parts of two ballads, and the second part of this is very similar to "The Great Messenger of Morality = Death and the Lady". So it seems that "Death and the Lady" was modeled on an older unknown ballad, or on the 2nd part of "Beauties Warning-piece".