The Stage is now on British Newspaper Archive too, I find the search there easier to use than the newspaper's own archive was. The other main newspaper for finding actors is The Era, also on BNA. If you've searched there but not found them, a likely reason is that they used stage names professionally. Difficult to guess what these might have been if you don't know, though women quite often used their maiden names, and there is a Miss Cicely Davies mentioned in both The Era and The Stage between 1916 and 1928, so worth having a look to see if that is the right woman. In one of the reviews - The Stage 29 May 1924 - she's acting with someone called Mr E. Howard Templeton, could that be him? That's just a guess, but if you have access to BNA it might be worth following up.
Drosybont