Radio Dot was born Dorothy Maxine Henderson in 1916. She does not claim a radio first so far as I know, but I think radio Dot might have been the first female band leader on air. There were certainly soloists, famous opera singers but among actual bands.. Dot was one of the very earliest. A nice short history of her can be found in the book Mountaineer Jamboree by Ivan Tribe.
She put together her first serious band, the Jubilee Boys in October of 1937. The original line up consisted of Dot on vocals, John Stockdale on fiddle, John Graham on guitar, and Fred Wells on banjo.Later her brothers Jack and Ted were in the line up. Ted went on to play with his wife Wanda at WLAC-AM. By th March of 1938, Radio Dot met Louis W. "Smokey" Swan, whom she later married. They performed together and also printed a few pamphlets of hymns to sell on the radio.
920 WMMN-AM signed on in December of 1928. It was owned by the Rowe Novelty company and broadcast from the Fairmont hotel. The station was in part built with used parts bought from WEBH-AM in Chicago. At the time, it's 500 watts covered quite an era with reports of reception as far away as Little Rock, AR. In 1935 the station was bought by Fort Industry Inc, the same company that already owned WSPD-AM and WWVA-AM. They doubled the power in 1935, and then increased it to 5,000 in 1938. Their first day on air they broadcast Church services and choir selections, a bit of piano, religious
selections and Irish melodies to name the highlights. the country music programming grew slowly. It was a Hillbilly station before Radio Dot walked in the door. More here
In 1943 they were playing on KWKH-AM in Shreveport. But by 1945 the duo returned to West Virginia for a stint at 580 WCHS-AM in Charleston and even the Grand Old Opry on WSM-AM. They probably peaked in 1947 when they played Carnegie Hall in New York City with Minne Pearl, Ernest Tubb, Rosalie Allen and a few other openers. But Billboard panned them specifically. They called Swann a "Baggy Pants Comic" and it was true. They wrote The "...only time the show slowed down was when Radio Dot and Smokey Swann came on." It was harsh but country music was already changing. The vaudeville schtick that even Johnny Cash indulged in early on was fading away. they were still touring as late as 1950 but their radio gigs dried up.