We investigate entanglement transfer from a system of two spin-entangled electron-hole pairs, each placed in a separate single mode cavity, to the photons emitted due to cavity leakage. Dipole selection rules and a splitting between the light hole and the heavy hole subbands are the crucial ingredients establishing a one-to-one correspondence between electron spins and circular photon polarizations. To account for the measurement of the photons as well as dephasing effects, we choose a stochastic Schrödinger equation and a conditional master equation approach, respectively. The influence of interactions with the environment as well as asymmetries in the coherent couplings on the photon entanglement is analysed for two concrete measurement schemes. The first one is designed to violate the Clauser-Horne-Shimony-Holt (CHSH) inequality, while the second one employs the visibility of interference fringes to prove the entanglement of the photons. Because of the spatial separation of the entangled electronic system over two quantum dots, a successful verification of entangled photons emitted by this system would imply the detection of nonlocal spin entanglement of massive particles in a solid state structure.