Family Mystery: Unknown Deaths of Mother & Daughte

Here is another case of family "lore" and nothing to substantiate it. In my Mathiesen family I have tried for many years to find the records with dates of death for my great-grandmother Anna Marie Mathiesen (born Knudsen), and her daughter, Borgny Marie Knudsen. In the Bragernes churchbook, 25 Dec 1876, I found the birth record for Anna Marie Knudsen (daughter of Svend Knudsen & Wilhelmine Carlson). Her death had to have been between 1919-1924. I say this because her husband, Ludvig Hagbart Mathiesen, filed his Declaration of Intention in 1919, listing her as his wife, living in Norway. In 1924 on his Petition for Naturalization, he is listed as a widower. As for her daughter, Borgny, I always heard she died in 1938, on a ship sailing between New York & Norway; I also heard she had TB. She was born in Holmestrand, Norway, on 19 Dec 1908. On 22 Apr 1929, I find her on a passenger list in New York, arriving from Oslo, Norway. I also find her in the 1930 US Census in New York, living with her father, but he is alone in the 1940 Census. I have searched both NY records & the DigitalArkivet records, without any luck. I am hoping someone out there might have some other ideas/luck in turning something up for these two. They family should be in Holmestrand, Norway. Perhaps, someone can find obituaries & death records, because I unfortunately can't. This is a HUGE brick wall, and missing part of my close family history. Thanks for any assistance.