Hello Arne Neegard,
Good luck with your work. I think you may wish to add the Berry Brothers to your list; they, like the Nicholas Brothers, were a sensational dance act. I don't see the Cab Calloway, Duke Ellington or Lucky Millinder bands listed either.
May I suggest that you consult the book "Jazz Dance" by Marshall Stearns? It is a landmark book, re-issued and still available. It contains info about many dancers who played the Cotton Club in both its Harlem and Downtown locations. You may also find useful my two-volume set, "Vaudeville, Old & New: an Encyclopedia of Variety Performers in America." It was published in November 2006 (copywright 2007) by Routledge Press. With 1300 large format pages in two volumes, it is expensive, but ask your library for a copy. It contains hundreds of bios of black entertainers, including many who worked the Cotton Club and the equally important Connie's Inn.