Richie,
I'm sure you've been told this before. It's certainly been expressed on quite a few threads. 'Brown girl' usually in older ballads is simply referring to hair colour, as opposed to 'fair' or 'black' or 'red'. There is no reason to think that 'brown' in these cases has any connection with gypsy. However there is nothing to stop a source singer putting that spin on it.

Baring Gould certainly wrote 295B and very likely The Gypsy Countess, but 295A dates back at least to the late 18thc under that very title. In fact if I recall correctly the garland it is in is called 'The Brown Girl's Garland'.