In Unlikely Places by Rebecca Beguin

Following her dream to explore the African continent, Lily Bascombe sets sail in 1895.The sea captain tells her of another white woman who has disappeared into the bush and gives Lily letters and tea should she ever find her.

Along with her Faung guides, Lily makes her way across the continent as a trader. But she soon finds herself obsessed with finding Miss Margery Poole. She sloshes through mosquito-ridden swamps, across raging rivers, through endless entangled jungle paths. Finally a piece of lace from an English corset leads her to the elusive Miss Poole, who, it appears, has shed more than her corset.

Lily's obsession turns to romance, and then to conflict as she is torn between the enticement of Africa and Margery's love, and her loyalty to her English past.