The Ballad Index mentions a broadside of 1656 which would predate the 1700 date given above. I can't find it in the Bodleian online catalogue. The format of the song (seems to be based on a dance) and the supernatural nature of some of the versions make me think that this is based on something quite old.

Out of interest, I have noticed that most (all?) of the bow down versions of the song don't have the supernatural bit at the end but the "dreadful wind and rain" versions so, the exception being the version sung by Phyllis Marks of West Virginian which has both bow down and a singing violin.

Also out of interest, at a singing party at my house the other day, a friend from Virginia sang an Appalachian version of the Two Sisters whereupon my friend Charlie sang the Berkshire Tragedy, much to our vistor's delight.

None of which answers your whodunit query but I thought you might like to know.

Tradsinger