You say she came to US between about 1906 and 1920 so she may have been very young - a child - can you tell me her parents names? some marriage records include names of parents so that may be one way to find her.
Did she come alone or with them?
Do you have names of Max's wife and Minnie's husband? Is Merel her married name?
Did Sadie go to her brother when she came to US?
anything more you know may help to find her. Do you know what part of NY Max lived ? same for Minnie?
If Helen was born about 1915 then Sadie must have arrived by then and she would have been very young when she had Helen.