Okay, time to resurrect this thread as remarkably we still haven't found the source. I collect sheet music and street literature and in all my years searching (at least 40) I have never seen anything that even could be the original and nor have other collectors I know of. plenty of oral versions. In fact it was very popular in the horse artillery regiments of WWI. I do think the Blockley connection is a red herring as I have plenty of Blockley's work both as publisher and composer/arranger and it is not mentioned on any of those sheets, or indeed anything like it.