I was just thinking that although I've seen the theory mentioned several times that she might have had an abortion which ended in her death, I don't believe I've ever seen the theory mentioned that she might have instead gone somewhere to have a baby in secret and place it for adoption, intending to return home at some point, but instead maybe she perished in childbirth. Maternal mortality in childbirth was about 65 times more common then than it is now. If she had gone to a home for unwed mothers somewhere under an assumed name and then passed away in childbirth, her family could not have been notified. Even if she used her real name, I'm not sure how those types of women's homes handled such circumstances, especially if they thought they might be blamed for medical negligence. On the other hand, considering how her family wanted the investigation closed, perhaps they did find out and preferred not to have it known.
I'm generally not at all fond of how often the "she died during an illegal abortion" theory is used in these older cases, but what is known of her relationship with Mr. Griscom indicates, at least to me, that it was probably a physically intimate one. She was known to have spent a week in a hotel with him. This doesn't mean he was aware of a pregnancy, if a pregnancy existed. She might never have intended to tell anyone but instead just reappear at some point stating she had to get away for a while by herself.
Anyway, just some thoughts that don't seem out of the realm of possibility. I feel we will likely never know her fate due to the age of the case.