My understanding is that whenever possible the Selphs sent their daughters to the Allison James Mission School in Santa Fe, New Mexico. The Allison James Mission School was created by the Presbyterian church, specifically for Mexican girls. The goal was to teach them the domestic arts as well as academics.
In 1919, Lillie Selph, daughter of Iley Nunn Selph and wife Carolina Sandoval, was a graduate of the Allison James Mission School, which at that time only went through the 8th grade. Apparently, there was enough interest among the sixteen 1919 graduates in continuing their education that plans for a high school were implemented.
As a requirement of the school, Lillie would have made the white dress that she wore to graduation:
Most of the girls from Ranchos de Taos had attended the Alice Hyson Memorial School, a day school, in Ranchos before transferring to board at the Allison James Mission School in Santa Fe. The tuition for Allison James was $75 for an eight month term. That translates to $1,041.49 in 2016. Scholarship girls were expected to pay a $15 ($208 in 2016) entrance fee. The girls were carefully monitored during their time at Allison James. Read about their daily lives and living conditions here in A Study of Mexicans and Spanish Americans in the United States by Jay Samuel Stowell.
The girls were only allowed to speak English at the Allison James Mission School and were required to write letters in English. One week a month they were allowed to write letters in Spanish. At home, Lillie had a father who only spoke English and a mother who only spoke Spanish. The English only rule would not have posed a difficulty for Lillie, who was bilingual. At home, there would have siblings who could translate her letters to her mother.
A photograph of the school can be seen here in the University of New Mexico's Digital New Mexico Collection.