The first appearance was as a serialized novel, titled BENITA, and published in Cassell's Magazine, December 1905 through May 1906. Gordon Browne created 36 illustrations.
According to McKay, Scott, and Whatmore, Cassell and Company published the first edition in book-form in London on September 7, 1906 using the title: BENITA.
Longmans, Green, and Company published the first American edition, under the title THE SPIRIT OF BAMBATSE, on September 7, 1906. The ads at the end of the book are not dated, and only 8 of Browne's original 36 illustrations are included. McKay and Scott both agree on the publication date in New York.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
My copy of the American first edition, pictured below
My copy of the American first edition, pictured below
Frontispiece and title-page
Frontispiece and title-page
An ad for the novel found in the back of the first American edition of FAIR MARGARET.
An ad for the novel found in the back of the first American edition of FAIR MARGARET.