This is not a query, but an answer to an earlier thread, but I see no way to post to that thread.
The origin appears to be a popular 1864 parlor tune "The Gypsy's Warning" in which a gypsy warns a woman away from the cad who is wooing her - because the cad ruined the gypsy's daughter - driving her to her death.
"Do not trust him, gentle lady, though his voice be low and sweet Heed not him who kneels before you, gently pleading at thy feet Now thy life is in its morning; cloud not this thy happy lot Listen to the gypsy's warning, gentle lady, heed him not"
The song was apparently very well known in the UK and the US. There were 4 rejoinder songs in the same meter (indicating it was probably to the same tune), and the song was sung into the 20th century.
There is an apparent reference to it in a 1941 George Formby song, "The Barmaid At the Rose and Crown," "She knows her onions. Take my word, she's heard the gypsy's warning"
Source for information about "The Gypsy's Warning" song: article by Lyle Lofgren, originally published in "Inside Bluegrass" March 2003,