Sorry, Dick, but the opening bars of 'Brigg Fair' are all in the Dorian scale. It doesn't 'start in a major key' and then change. If you're unable to hear a resemblance that Percy Grainger, Bert Lloyd, and all the other contributors to this thread have recognised, that's up to you.

Secondly, there is not necessarily any relationship between the mood of a song and that of the tune. There are plenty of happy songs set to dark modal tunes and tragic ones set to jolly major ones, for example Sam Larner's murder ballad 'Pretty Polly' which goes to the tune of 'Villikins and Dinah'. 'Maria Martin' (same tune as 'Brigg Fair') isn't very happy either.