Welcome to the forums Stoffer! It's good to have another White Sox fan and collector on board!
Good luck finding a Diaz Cigarettes Lyons. One did make its way onto eBay over a year ago in a large group that was being sold off individually by a person from Florida. It had a worm hole in the card right through his neck, and it still went for over $1K in ungraded condition (I got a Charles Robertson from that group for my White Sox pre-war type set that I'm putting together).
As others have said, your best bet to find a Diaz Lyons would most likely be in one of the many online auction sites that are available.
Hope that you enjoy your time here!