Deborah: The CASENAVE surname is known in Uruguay. I accessed
www.familysearch.org, the site of my Church. I typed the surname only and chose URUGUAY as the country. It took me to the next window where there are 25 CASENAVE individuals in Uruguay. Without knowing the given names of the "family in Montevideo" it would be hard to pinpoint which of these 25 can be a relative.
May I suggest that you hit every name, check the name of the parents and if you see on the far right side FAMILY, hit it because it takes you to further info.
It seems all these Uruguayan CASENAVE are descendants of the French Casenave.
Of course, the other alternative is to locate the surname in the white pages, make a call and inquire about the person's ancestor.
Good luck, Renée