Nice work, Walter. Too bad the full file is missing, but it is great that you found those records. The visa information and Ecuador story are consistent with the stamps in Elly's passport, which we have. Here is a page with a stamp for the transit visa in New York and a visa issued in Lisbon for Ecuador.
I don't see anything that shows they actually went to either Ecuador or Costa Rica. The next stamp (on the next page) is from the Cuban consulate in Nueva York, dated May 7, following a notation about a payment of $500 per person. Following that are two U.S. immigration visas issued to Elly and Helga on May 21, 1941, by the U.S. Consul in Havana. Finally, there are U.S. Immigration and Natularization Service stamps noting their arrival in Miami on May 23.