Following Harry's death, Caresse took over the sole management of the Black Sun Press. She continued to publish innovative and experimental literature, keeping the press's legacy alive despite the emotional and financial challenges.

Caresse traveled extensively and engaged in various romantic relationships, seeking solace and companionship after Harry's death. Her relationships continued to be unconventional and often involved younger men.

Caresse married Herbert List, a German photographer. This marriage was relatively brief and ended in divorce, but it reflected Caresse's continued interest in the arts and her desire for connection.

With the outbreak of World War II, Caresse returned to the United States, closing down the Paris operations of the Black Sun Press. She settled in Virginia and continued to pursue her artistic and literary interests.

Caresse married G. Count Stroganoff Scherbatow, a Russian émigré. This marriage provided her with stability and companionship in her later years.