Azizi Powell of Cocojams kindly answered with these comments:
"Thomas Talley's Negro Folk Songs" is where "Jim Along Josey" is found. Here, "Josie" is a girl's name (nickname for Josephine?). This predates blackface minstrels. I also recall songs that mentioned a girl with a "josey" on or taking off her josey. Your definition is probably the correct one. Mine was a guess. I appreciate the information and I'll write you back with the sources for these songs and will do other research because I saw josey as clothing mentioned in some book about word origins.
I'll check it out, and thanks for contacting. It was my hope that this kind of exchange would occur as a result of the site. Sorry that I haven't had the funding to continue putting new examples on. I don't know HTML and haven't been able to recruit someone to assist me with this project."
I will email back and point out the many threads here at Mudcat, and a little on how to access them. The email address she(?) provided is azizip17@hotmail.com.
I couldn't find "Jim Along Josey" in Talley's Negro Folk Rhymes (1990 ed.). There may be another book called Negro Folk Songs.

Ian, obviously I don't know much about female British authors (except for 20th century crime writers). I pulled my remarks off Google. She came up because she made the latest reference to a joseph that I could find. I was interested in how long that name was used for that kind of cloak and found her quote in the OED.