There doesn't appear to be very much more ... this version looks as if it was transcribed from a Paul McCartney pre-concert soundcheck (though he seems to have done it during one or two concerts). Does give author(s) though.

Sally (Leo Towers/Harry Leon/Will Haines)

Sally, Sally, pride of our alley,
You're more than the whole world to me.
Sally, Sally, don't ever wander
Away from the alley and me.

(Spoken)
'Ladies and gentlemen, Reginald Dixon and the Blackpool Tower Orchestra.
Come on Reg! Lovely! Lovely! Lovely!
I love the way this boy plays, I love it!
Marvellous, marvellous, I love it, I love it!'

Oh now when you're away there are grey skies,
And when I'm away there are even more grey skies
Than the grey skies I talked about before.

Sally, Sally, don't ever wander
Away from the alley and me. Oh.

(Spoken) 'Thank you, thank you, thank you so much.
Thank you, thank you so much.
For coming here to Batley tonight.
So lovely!
Thank you so much!'

from here

Sally

Gracie Fields did a film in 1932 called "Sally In Our Alley" which I assume is based on the title of the Henry Carey song which is in The Oxford Book of English Verse. Possibly these lyrics were written to go with the film?

Cheers!
Ian