Cobbold was a Scottish Victorian who converted to Islam. She spent a large part of her childhood in Algiers and Cairo, often with Muslim nannies.
She often said that she felt Muslim all her life and there was no intrinsic point of conversion, but it wasn't until she met the Pope and was asked if she was Catholic that she verbally said she was Muslim. In 1915 she confirmed her conversion socially by changing her name to Zainab.
She gained fame when she became the first British born Muslim woman to undertake the Hajj pilgrimage and she would later publish her account of the trip.
When Cobbold died, she wanted an Islamic funeral and the Imam from Woking Mosque drove through the snow to carry it out. She was buried on a remote hillside on her estate facing Makkah.