https://www.grammarphobia.com/blog/2010/03/and-by-the-way.html gives a detailed description the semantic changes the phrase has undergone through the ages.
Both "BY" and "WAY" are Germanic in origin.
Its old meaning is "along the road" or " using a road". The 1611 KJV uses this phrase to mean exactly this meaning of "by the way'. It is in Shakespeare's hand that we find the phrase has gathered its present day meaning of ' just in passing ', ' incidentally ', or ' just one more thing '. In Shakespearean dramas this phrase is used in both the senses.(see the thread)
So the modern day meaning of the phrase used parenthetically to mention something incidental to main discussion is not used by Bertrand Russell. "By the way" is placed in its original sense of " along the way" where calm courage braves the hardships on its course.