I found nothing either for Cassie Evelyn Anderson Holley except for the 1920 and 1930 census information which you already have. I didn't find a birth record for Cassie (although, normally births in that time period are recorded). No marriage information. Also, since Belmont county is right on the border with West Virginia, it might be worth your while to spend time looking for marriages there. It doesn't appear that the link to West Virginia culture from FamilySearch is working properly. You can link, but then you get an empty screen. You will probably need to go to that site specifically West Virginia culture archives No death records in Georgia -- and I know, you'd think there would be a real death certificate you could see, but many of the people I work on don't have one. No source in the Georgia death index either (which does cover that period on FamilySearch). No records on Ancestry either.
What I do know about the Savannah area is that it was/is a frequent destination spot for travelers there or to and from Florida. I also didn't find any birth record for William Holley and Cassie's daughter, although 1939 might be a little late for the records to be digitized for all counties in Ohio. I wonder why Cassie would be in Savannah so shortly after the birth of her daughter. If you know of an auto accident, you might be able to find an article in one of the historic Savannah newspapers. Univ. of Georgia Savannah digital collection That's going to be slow searching but I would do that for my ancestor. Another place to search, would be just over the border in Jasper County or Beaufort County, South Carolina (which is literally across a bridge, close to downtown Savannah). Be careful about the FamilySearch tree as the dates don't seem correct to me -- they have Cassie as the daughter of William Anderson and Jessie Mae Evans, but have that couple marrying in 1929? Remember that the census information only shows that she's the daughter of William (and doesn't make any assumptions about the mother). It wouldn't be the first time that a person on a FamilySearch tree was conflated with another.
Good luck with your search!