Although it is not identified as such, the musical that Norma and Louise attend is Noble Sissle and Eubie Blake's "Shuffle Along."
Louise Brooks lived in Wichita briefly as a teenager. She was actually born and raised in Cherryvale, Kansas.
In the period between 1853 and 1929, 150.000 orphans or children in the East who couldn't be supported by their parents were adopted by farm families needing children as extra help on their farms. It was described as a "Fresh Air Fund for life", the orphan train concept was a charitable enterprise that did more good than harm. It was a precursor to the actual "Fresh Air Fund" established in New York City by the Herald Tribune and philanthropic organizations to give children in the city an opportunity to see another side of life during the summer vacation.
In the novel, the name of the chaperone is Cora, not Norma. Elizabeth McGovern's character in Downton Abbey is Cora.
It is not true that nothing is known about the real-life chaperone. In her book "Louise in Hollywood," Louise Brooks states her mother was able to "find me a chaperon, Alice Mills, a stocky, bespectacled housewife of thirty-six who...agreed to accompany me on the train and live with me in New York." After Brooks began to make inroads with her initial career as a dancer the chaperone returned to Kansas.