From 'The Dionysiac World View', which is a kind of commentary on BN it appears that Greek tragedy on Nietzsche's view arose from the conjunction, the fusing in creative conflict, of the Apollonian and the Dionysiac. Both mentalities had existed separately but 'at the moment when the Hellenic "Will" blossomed' and this conjunction occurred, tragedy was born. It is not clear that Nietzsche offers any other source or origin for tragedy except this conjunction. It is a fair inference that both the Apollonian and the Dionysian had existed separately before the birth of tragedy - but co-existed and not fused in the art of tragedy.
Quotation is from Nietzsche, 'The Birth of Tragedy and Other Writings', ed. R. Guess & R. Speirs, Cambridge, 2000, 119.