Thanks for suggestion. I did try a couple of years ago without any success but will try again.
Since posting this query I found Sarah's death on February 11, 1923 in Sedro-Woolley (Rural), Skagit, Washington, USA recorded as Sarah Mckilligan age 67 years 7 months 3 days born 1856 with the correct parents shown so I know it is her.
Hoping to see how long she stayed in Cody as Housekeeper working for hotel operated by Louis Decker. (Ancestry transcription shows Sarah incorrectly as a boarder but she appears to be an employee.) Hotel appears to be at 155 Sheridan and Ancestry suggests Louis Decker wife Mary is Mary Cody sister to Buffalo Bill Cody.
Any suggestions from you or other posters as to local Cody records that might give some more clues?