The DT text,  Lyke Wake Dirge omits the "Purgatory" verse for some reason.  Here is the full text, (1) as originally noted in the 17th century (in England) by John Aubrey, and published by him in The Remaines of Gentilisme and Judaisme, and (2) as given by Walter Scott in his Minstrelsy of the Scottish Border (1802-3):

A LYKE-WAKE DIRGE

This ean night, this ean night every night and awle Fire and fleet and Candle-light and Christ receive thy Sawle. When thou from hence doest pass away every night and awle To Whinny-moor thou comest at last and Christ receive thy silly poor Sawle. If ever thou gavest either hosen or shun every night and awle Sit thee downe and putt them on and Christ receive thy Sawle. But if hosen nor shoon thou never gave nean every night and awle The Whinnies shall prick thee to the bare beane and Christ receive thy Sawle. From Whinny-moor that thou mayst pass every night and awle To Brig o'Dread thou comest at last and Christ receive thy Sawle. From Brig o'Dread that thou mayst pass every night and awle To Purgatory fire thou com'st at last and Christ receive thy Sawle. If ever thou gave either Milke or drinke every night and awle The fire shall never make thee shrink and Christ receive thy Sawle. But if milk nor drink thou never gave nean every night and awle The fire shall burn thee to the bare bane and Christ receive thy Sawle. This ean night, this ean night every night and awle Fire and fleet and Candle-light and Christ receive thy Sawle.

This ae nighte, this ae nighte, Every nighte and alle, Fire, and sleet, and candle-lighte, And Christe receive thye saule. When thou from hence away art paste, Every nighte and alle, To Whinny-muir thou comest at laste; And Christe receive thye saule. If ever thou gavest hosen and shoon, Every nighte and alle, Sit thee down and put them on; And Christe receive thye saule. If hosen and shoon thou ne'er gavest nane, Every nighte and alle, The whinnes sall pricke thee to the bare bane; And Christe receive thye saule. From Whinny-muir when thou mayst passe, Every nighte and alle, To Brigg o' Dread thou comest at laste, And Christe receive thye saule. From Brigg o' Dread when thou mayst passe, Every nighte and alle, To Purgatory fire thou comest at last, And Christe receive thye saule. If ever thou gavest meat or drink, Every nighte and alle, The fire sall never make thee shrinke; And Christe receive thye saule. If meate or drinke thou never gavest nane, Every nighte and alle, The fire will burn thee to the bare bane; And Christe receive thye saule. This ae nighte, this ae nighte, Every nighte and alle, Fire, and sleet, and candle-lighte, And Christe receive thye saule.

Guy N. Pocock (Ballads and Ballad Poems, 1921) quotes the following, from "a very old Manuscript":

"When any dyeth, certaine women sing a song to the dead bodie, recyting the jorney that the partye deceased must goe; and they are of beliefe (such is their fondnesse) that once in their lives, it is good to give a pair of new shoes to a poor man, forasmuch as, after this life, they are to pass barefoote through a great lande, full of thornes and furzen, except by the meryte of the alms aforesaid they have redeemed the forfeyte; for at the edge of the lande, an oulde man shall meet them with the same shoes that were given by the partye when he was lyving; and, after he hathe shodde them, dismisseth them to go through thick and thin, without scratch or scalle."

Unfortunately, he gives no source for this.  Perhaps it was Aubrey?

So far as I know (without consulting Scott) the first appearance of a melody for this was in Songs of the North: gathered from the Highlands and Lowlands of Scotland (A.C. Macleod and Harold Boulton, late 19th century).  I'll try to check this out tomorrow if I have time.

Malcolm