The Curse of Millhaven was written as a prequel to Henry Lee, and Henry's killer is the adult Loretta.
Loretta, the narrator of The Curse of Millhaven, is depicted as a remorseless psychopath. It'd figure that, as her character grew older, she'd grow more manipulative and sly, and so be able to trick her way out of incarceration, and then to escape Millhaven and continue on her murderous path.Where Henry Lee comes into it? The two songs are very similar melodically, especially with both choruses' "lalalala" refrain. The Curse of Millhaven is an uptempo version, showing Lottie's unbridled homicidal tendencies, as opposed to the more minimal instrumentation and sedate melody of Henry Lee, reflecting a more measured approach to her killing method. And it'd follow that the adult Lottie would punish a reluctant suitor by stabbing them to death.
Lottie is a Humanoid Abomination.
One of the lyrics of the song is Lottie stating that instead of having yellow hair and green eyes, she has green hair and yellow eyes. This on top of her being an Ax-Crazy teenager may imply she's not human. Lottie escaped into Paris and reinvented herself as Lila Rossi
Lottie managed to escape the assylum, slipped on a plane and using a disguise, gave herself a false identity, or rather several, and eventually joined Marinette's school. Lottie is mostly lying
She did in fact kill Mrs. Colgate (who identified her) and possibly others in the early verses, but like Henry Lee Lucas and other real life serial killers, she vastly inflated her body count in her confession to scare and impress the police. By the end of her confession, she was claiming pretty much every death that had ever happened in town since she was born. The narrator of Song of Joy is being Lured into a Trap
"Are you beckoning me in?" Why yes, the stranger who just heard you tell a gruesome and suspicious story into which your confession was hidden, and who apparently told you that he was "a family man", is indeed beckoning you inside an unknown place...