I see that the Ballad Index entry says

"Flanders-Ancient3, pp. 287-321, "James Harris, or the Daemon Lover" (13 texts plus 3 fragments, some mixed with other songs (e.g. "G" has the "Turtle Dove" verse; "N" is very confused, with references to the Banks of Claudy), 11 tunes) {A=Bronson's #93, N=#141}"

and that this has been picked up in Roud (as listed by Mick Pearce above, but does anyone else conflate Banks of Claudy with Demon Lover?

~ Becky in Tucson