Thank you for looking. I think I misunderstood the books' relationship to each other. "Folk-Songs of Virgina" subtitle is a "Descriptive Index and Classification of Material Collected Under the Auspices of the Virginia Folklore Society," and you can find scanned copies at archive.org. There's a sub-section of non-Child songs grouped by subject. The "ghost ballads" are pretty fun: "The Barbadoes Lady/Pretty Nancy of Yarmouth," "The Shooting of his Dear/Molly Bond," "Giles Scroggins," "The Oxford Man," "Dinkey Doodle-um/The Bold Fisherman," and this one with its striking eerie title. Looking at it more thoroughly it looks like there were no recordings of the song made so most likely these four stanzas are all that exist! Quite a fun mystery to ponder.

Were there more lines? What was the tune? When did the ghost appear or is it present in the winter landscape? There's probably nothing more to discover about this one but I wanted to put it here for future song-hunters.