Regarding her naturalization, the 1920 census indicates she was naturalized in 1917 -- likely when she married Morgan Thomas who was already an American citizen. I don't believe there would be a separate naturalization record for her.
I see that their daughter (Rose) Marie, married in Butler County in 1939, aged 21, born August 6, 1918. This can't be 100% correct, as she is listed as only 5 months of age in the 1920 census (ie, born 1919). Both of her parents are listed as deceased which explains why we can't find them in the 1940 census. However, it also says that her mother, Mary Tetzlaw, was born in Pittsburgh.In the 1940 census, Marie indicates that she had been living in Pittsburgh five years previous.
I have yet to find her in the 1930 census, but believe I have identified her in the 1910 and 1900 census, both times working as a maid or a servant in Pittsburgh.