A suggestion I would have is to contact the NY Public Library. They have a large collection on the theatre and the arts, including vaudeville, et al. Perhaps they have a file on her - some newspaper clipping that did indicate a burial location or information that was forwarded to them.
NY Public Library - http://www.nypl.org/locations/lpa/billy-rose-theatre-divisio...
Perhaps one or both of them were in a union. That might be another avenue to explore.
Good luck to you!