Green’s Dictionary of Slang has hen party from 1879, and hen picnic from 1900. (The OED has 1887 for hen party.)
Hen night isn’t cited by Green’s until quite recently (1990s), but I think it’s okay for a scene set in the 1920s. Although it isn’t cited in actual use, the citations of similar phrases show that it would be chronologically appropriate.
That book is from 1832, btw. (It helps to include such data when you cite it, rather than make people scroll through Google Books to find it.)
There are some problems with this. First, it is a translation of Welsh. There is no indication that the adage exists in English. Second, it doesn’t appear to be the same sense at all. I’m not sure what noswyl iar refers to figuratively, but it doesn’t appear to refer to a gathering of women.