The song was indexed for the Traditional Ballad Index by Robert B. Waltz (RBW). Added in version 4.2.

NOTES (from Waltz): Roberts, pp. 333-334, was given a lead by one of his informants which led him to discover details of the case. Ellen Flanary was "a widder with five or six children," according to a local official. Frazier, it is believed, tried to rape her, then murdered her and partly covered her body with rocks. He was tried twice and sentenced to death both times. The account in Roberts does not reveal any of the evidence against him.
Although the excerpt printed by Roberts says Frazier was supposed to die on July 9, 1909, I found an online copy of a Whitesburg, Kentucky newspaper (May 26, 1910), which says that he was hung on May 19, 1910. He was still in his early twenties, reportedly having been born in 1886.
Roberts reports that, contrary to the song, he never confessed. Supposedly three thousand people witnessed the execution.
Earlier editions of this Index reported a date for the song of 1909, but did not reveal where I found that date. My guess is that it was someone's error for the date of Frazier's trial. The date is barely possible, since the longest versions (Combs's and Roberts's) don't actually refer to the execution, but I very much doubt it. - RBW
Last updated in version 4.2

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Here's the entry from the Traditional Ballad Index bibliography about the Roberts book.

Roberts -- Leonard Roberts (with music transcriptions by C. Buell Agey), Sang Branch Settlers: Folksongs and Tales of a Kentucky Mountain Family (American Folklore Society/University of Texas Press, 1974). Ballads cited by Number. Indexed by Robert B. Waltz. Added in version 4.2.

NOTE: This book starts with a hundred folk songs, then several dozen tales, jokes, and riddles. The items identified as folk songs are indexed. Only a few of the tales -- those which I could instantly identify with songs -- were indexed.

Sounds like it would be really nice to get the lyrics and tune from the Roberts book. Anybody have it? I've ordered a copy of the book. so I'll post what I find there when I get it.

In the meantime, here's a link to an excerpt of the Roberts book: (click here)
Apparently, an alternate title of the Roberts book is Up Cutshin and Down Greasy: Folkways of a Kentucky Mountain Family
Can anybody help locate the Library of Congress recordings that are listed in Roud? I can't find them.

-Joe-