It's in the DT as BONNY BLUE-EYED NANCY and with a slightly different first line, which would be why you couldn't find it. It seems to have been altered by professional performers who have recorded it widely in recent years.

See also this discussion:

Lyr Add: THE BONNIE BLUE-EYED LASSIE Irish and Scottish texts posted by John Moulden, with very useful notes; the only two versions found in tradition, it appears.