Green’s Dictionary of Slang

Romany rye n.

[Rom. rai, a gentleman; best-known through George Borrow’s book Romany Rye (1857)]

a non-gypsy gentleman who associates with gypsies.

[UK]G. Borrow [bk title] The Romany Rye.
[US]C.G. Leland Gypsies 121: Being a Romany rye and not accustomed to being spoken of as a Gorgio, I looked up at him angrily.
[UK]Yorks. Post 31 Oct. 4/4: Lavengro will always be the principal Romany Rye or gypsy gentleman, in popular esteem.