The word is 'donay' which was a black and Southern white variation of a 19th century British (mainly Cockney) vulgar slang term for a woman. The word derives from the Italian, Spanish or Portuguese terms for 'lady'.The term was probably more commonly used at this time in songs than in colloquial speech. Another example of its use is in the song 'Doney Gal', collected by John Lomax in 1910.
Son House defined the word 'donie' as 'a no-good woman.'
Brian