All that can presently (August 2021) be gleaned about Lily Calden from sheet music covers and by Internet searching is that she is featured on just one work namely On the Kerry Coast (1907) music by Harry Staunton, words by Harry Luck and published by Reeder & Walsh. Her portrait is taken from the cover of that sheet music which also features Daisy Silcott.
Surfers are welcome to contribute any further information about this performer.