No outgoing records....
I just realized something... had your ancestor tried to return... there could be a passenger list along with a detained list... I would certainly look for one.
He would have been detained at the port and then deported.. I have seen passenger lists of immigrants trying to return to the USA.. along with a rubber stamp notation "Deported" along with the name of the ship and the date they would returning on. It also lists the number of meals he had during "detention" ... If he truly was deported - you could find at least one or two records for this event...
If you knew what town she (second wife) returned to... then you could join a Facebook /Yahoo group of her town - IF it exists.. One does exist for my ancestral town.. you'd be surprised how many people know enough English to communicate with.
Ask someone to do a cemetery look-up... but you must have her maiden name. Worth a shot!
I'm not sure HOW people were buried there at her time of death.. some burial plots were only temporary for a few years... contact Ann Tatangelo - she could answer this one far better than I could.
We once had a discussion about "osario's" - just gave me the chills.
Here's her website...
Ann Tatangelo - Blog on Italian research
I guess, after April 2012, we could look through the 1940 census to see where everyone was...
You say she was sent back to Italy "apx 1933 to 1937"... so anything happen in 1938?