A good question, Diego. There was a time -- just as we were emerging from World War II -- that many believed that Marquis (George Marquis Kelly) could well become America's pre-eminent magician. Genii would later call him one of the "giants" of the conjuring stage. Unfortunately, he was never able to reach the heights many had predicted for him.
Marquis was born in Muncie, Indiana, in 1906. He was inspired by Horace Goldin at the 1919 Texas State Fair. Aided by a Mysto Magic set, Parlour Magic , and eventually William Warner Durbin, a young George Kelly found his entrance into magic and soon became a rather successful performer and promoter (he was the public relations representative for the Rajah Raboid show in the early 1930's). Howard Thurston wrote Marquis in 1932 to discuss the possibility of Marquis succeeding him -- though Marquis was not the only magician to be so "considered." After Thurston's death in 1936 , Jane Thurston offered to sell the entire Wonder Show of the Universe to Marquis, but apparently by that time his interest was only in a few of the remaining illusions.
During the War years, Marquis -- like many magicians -- spent much of his time entertaining servicemen and women. After the War's end, he and Blackstone embarked on a joint endeavor with Blackstone sponsoring the Marquis tour. Blackstone apparently considered the possibility of passing his "mantle" to the Indiana-born magician. But Marquis' 1946 tour heading the Blackstone second unit was a disaster. This was not because of Marquis' lack of talent. He was, it is said, a superb performer. Rather, it was the result of his alcohol addiction...which would continue to take a toll for much of his life. Whether that accounted for his unstable family life (he was married seven times), I cannot say. But it certainly ravaged what at one time appeared to be a remarkably promising and financially rewarding career. But Marquis continued to press on...but he would never enjoy the success he -- and others -- had envisioned. His January 8, 1980 death at age 74 was noted in a February 1980 obituary in Genii. It was less than 40 words long.
I'm afraid I can't help you much about Willa Levolo, it is my understanding that, for a while at least, her sister was the young woman Thurston levitated in The Levitation of Princess Karnac.
In terms of general references, there are a couple of pages about Marquis in David Price's Magic and Dan Waldron covers the Blackstone relationship in his biography Blackstone: A Magician's Life. But I think the best sources are the two series that Marquis himself wrote for The Linking Ring -- one in 1936 (called, I believe, "Trouping with George Marquis) and another in 1965 (which was titled something like "Forty-one Years Before the Audience.") And John Booth wrote a rather lengthy piece on Marquis in TLR of March 1980. I do hope this is a start.