This information eluded me in my research also; admittedly I did not pursue this with any vigour.
I know Mary was born sometime between October and December 1876 in Kirkby Lonsdale, and I have some knowledge of her parents and siblings when they lived there, but it seems to me that little or nothing is known about Mary and her life after she moved away from life with the Davies 'boys' in 1918.
I couldn't find a record of her death in the UK - the closest possible 'match' was a Mary Hodgson who died in 1970 in Wharfedale, Yorkshire, but without obtaining a copy of the death certificate, in order to check some details, this can only be a wild guess. (The birth year for this Mary was two years adrift, for a start).
In order to pursue this matter further through official records it would be neccesary to obtain a copy of Mary's birth certificate, especially as this would indicate whether Mary had another forename - this would enable easier/narrower searching of other records.
Another factor which would help is whether Mary ever married and, if so, to whom. It would have been very late in her life because we know that Peter Davies wrote to Mary HODGSON in 1945, and again in 1950.
It is possible that Mary maintained contact with Nico after the death of Peter, and so I think Andrew must be your best, if not only hope here.