Maybe you can handle it the same way as "Lucky Millinder With Mills' Blue Rhythm Band", with Lucky Millinder as the main artist but a "see also" link to Mills Blue Rhythm Band. Discographies like Rust's list all of these under the Mills Blue Rhythm Band artist page, without distinguishing different people who directed the band at different times.
Labels identify artist as "Baron Lee And Blue Rhythm Boys". Is there a way to merge releases credited to "Baron Lee And His Blue Rhythm Band" with those credited to "Baron Lee And Blue Rhythm Boys"? Even better, can these be associated with "Mills Blue Rhythm Band", which was essentially the same band?
Nice accompaniments on these standards by a varying cast of Levee Loungers. Manny Klein and Joe Venuti elevate "Somebody Loves Me", and Pee Wee Russell adds a nice clarinet touch to "My Melancholy Baby".