Andy is correct about the fact that the song was sung by the troups leaving for the Boer War.
There was a book published early this Century about the Boer War entitled "Goodbye Dolly Gray"
You will find a sample of the song recorded very early this century at "http://besmark.web2010.com/civilwar.html"
Its only the first verse. If you wanted the rest you would have to buy the tape. There is also a "Singalongsmax" LP with it on. (For all you Max Bygraves fans out there...)
I feel sure the words will turn up soon anyway, Someone must know the rest.
Regards
John