It did not have a sheath.
Well that knife has me stumped. After reconsideration I would now say the blade is definitely Japanese, the engraving which has been identified even "looks" pretty authentic, although it would take some real effort to verify it. The blade profile suggests that it was originally a Makiri, a traditional fishing/hunting knife with a traditional wood handle. The horn bolster, stag handle and pommel were added later. I asked about the sheath if as it might have provided a clue, but guess not.