Dear Ms. Martin,
Thank you for posting your request on History Hub!
We suggest that you contact the Evangelical and Reformed Historical Society, How We Serve: The Lutheran Church—Missouri Synod, Lutheran American Denominations, Mennonite Church USA, and the Library of Congress for any information in their holdings about German Protestant Christmas Eve church services in the United States during the early 1900s. Please also inquire about any additional resources or referrals to other organizations when you contact them.
You may wish to search the German Reformed Church in the United States, the Lutheran Church in the United States, and the Mennonite Church in the United States on the FamilySearch wiki website for more information.
We hope this is helpful. Best of luck with your research!