We don't know who or what was Cavendish, but it would appear in 1930 IVES/Lionel sold several non cataloged sets under this name, below are the only 2 we've been able to verify.

This particular set was labeled 1071 Cavendish Special (#3??). From the contents this set appears to be the same as Outfit No. 1071 from the 1930 catalog containing a black/orange 3236 with two passenger cars; 185 and 186.

This one is labeled Cavendish Special No. 6. It contained the very rare 1132 in black with a die-cast No. 40 tender. The cars were 184, 185, 186 in Red / Black. These were the same cars that came in Outfit No. 1076 except that set came with a die-cast 1134.

This is the rare black 1132 found in this set and at least one other uncataloged set.