Interestingly enough, West seems to have had quite a reputation for socializing and associating with gay men, overrepresented then as now in the world of professional theater. In oral storytelling traditions I was privy to in th NYC gay demimonde of the 1990s, she was a legendary figure. Many of those memories are fading now, but at the time plenty of queer elders who directly remembered her were still living.
I'm sure many of the stories I heard about her were apocryphal and had grown in the telling, but kernels of truth must have survived. I suppose her alleged close personal friendships with many queer people were likely not invented out of whole cloth.
By the way, if you're interested in a different Broadway play with gay themes from the 1920s, I wrote about "God of Vengeance" not too long ago. Its cast were arrested and criminally charged for staging a play that had achieved global renown.
I wrote the article as commentary on how a play about that play was censored in Florida, but the reading I did about "God of Vengeance" fascinated me, so I wrote more about its history than I did about Florida.
https://medium.com/prismnpen/fl-school-district-rules-lesbians-indecent-bans-acclaimed-jewish-play-b4610e7c4a9?sk=8a59259e5cf915ddd92074713e77fcaf