I played Harp for years. But, its been years so I can't grab one and confirm what is going on in this song but you need to go up 5 semitones with Harp. See Cross Harp Chart

If a song is in the Key of E, you need an A Harp.
If a song is in the Key of D, you need an G Harp.

Cross Harp Examples:
key of song/ harp key

E = A
F = B-FLAT
G = C
A = D
B = E
C = F
D = G

Google Cross Harp Chart
http://harmonicajoe.com/cross-harp-chart/

I've learned something today. Thank you.

Thanks for you reply. Was very helpful - I really appreciate it!