The first appearance was as a serialized novel, published in Cassell's Magazine, December 1905 through May 1906. Gordon Browne created 36 illustrations.
McKay, Scott, and Whatmore claim that Cassell and Company published the first edition in book-form in London on September 7, 1906. Apparently 15,000 copies were printed, with only 16 of Browne's 36 illustrations. Ads at the end of the book are dated-coded 6.06 (June 1906) for the Colonial Edition, and 7.06 (July 1906) for the London edition.
Longmans, Green, and Company published the first American edition September 7, 1906 using the title: THE SPIRIT OF BAMBATSE.
The Copp Clark Company published the first edition in Canada in 1906.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
I own the complete serialization of this novel in CASSELL'S MAGAZINE. Two of the illustrations are below.
My copies of the British first edition, pictured below.
Copy on left is the usual London version, while the copy on the right is the Colonial version.
Frontispiece and title-page
The earliest book-form first edition is in fact the Colonial Edition, for its ads at the rear are date-coded 6.06, or June 1906. The rear paste-down is date-coded 7.06 (July 1906)
The London first edition has ads at the end date-coded 7.06 on two different pages: first page titled New Fiction, and first page titled A Selection from Cassell & Company's Publications. A later issue has 7.06 on the first page titled New Fiction, but then 8.06 on the first page titled A Selection from Cassell & Company's Publications.
The London first edition ads for New Fiction has an ad for BENITA, below.
My copy of the Canadian first edition, pictured below.
Cassell reprint with original dust jacket, and paperback reprint
I do not own either book below