Hi Jamie,
I believe the line "say an 'ave' there for me" means "say a prayer there for me".
As this song was written in 1910 and the WW1 did not start until 1914 it could not have been written for a soldier going to fight in it.
But here is some more info I found about about this song for you:-
"Danny Boy" is a song whose lyrics are set to the Irish tune Londonderry Air. The lyrics were originally written for a different tune in 1910 by Frederick Weatherly, an English lawyer, and were modified to fit Londonderry Air in 1913 when Weatherly was sent a copy of the tune by his sister.
The first recording was made by Ernestine Schumann-Heink in 1915. Weatherly gave the song to Elsie Griffin, who made it one of the most popular in the new century. Weatherly later suggested in 1928 that the second verse would provide a fitting requiem for the actress Ellen Terry.
Though the song is supposed to be a message from a woman to a man (Weatherly provided the alternative "Eily dear" for male singers in his 1918 authorised lyrics),[1] the song is actually sung by men as much as, or possibly more often than, by women. The song has been interpreted by some listeners as a message from a parent to a son going off to war or leaving as part of the Irish diaspora.
Although many view the above interpretation of Danny Boy as the true meaning, some interpret it differently. The lyrics were supposedly written by a father to his leaving Danny with the knowledge the father-figure will die. The phrase, "the pipes, the pipes are calling" refers to the tradition funeral instrument.
The song is widely considered an Irish anthem, considered by many Irish Americans and Irish Canadians to be their unofficial signature song.
Roger
"Do, or do not; there is no try"