A tale of three destinies
The first appearance was as a serialized novel, published in T.P.'s WEEKLY from November 14, 1902 through April 3, 1903. No illustrations. This serialization differs from the text that was published in book-form.
McKay, Scott, and Whatmore claim that Longmans, Green, and Company published the first edition in book-form in New York on October 27, 1903. Ads at the end of the book are not dated.
Longmans published the first British edition February 3, 1904. Ads at the end of the book are not dated. McKay, Scott and Whatmore all agree on the publication date in London. Apparently 10,000 copies were printed, no illustrations.
George Newnes reprinted the novel in 1906 or 1907, and included 4 illustrations by Cyrus Cuneo.
P.F. Collier reprinted the novel in the 1920s and included a frontispiece, at left.
HRH wrote this novel about 1898, and did not intend to have it published, which is why it didn't get published until late 1902.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.