I knew I had this somewhere and upon further investigation I came across the song on page 74 of an old book " The Gray Book of Favourite Songs", Published by Hall & McCreary Company, Chicago in 1919, 1924, 1936 and lastly in 1941. It credits Charles Jeffrey with the air and Sidney Nelson with the lyrics, arrangement by Walter Goodell.
A few small differences from the version I sing, such as :

The 3rd line of verse #1 goes " When Mary left her highland cot" instead of highland home.

2nd verse " Though fate began to lour" instead of lower
again in the 2nd verse " One Maiden form withstood the storm" instead of one maiden warm

3rd verse " On Afric's burning sand" instead of On Africa's burning sand.

End of 3rd verse " Had fate not linked my lot to her's" instead of "My Love to her's".