She-Who-Must-Be-Obeyed meets Allan Quatermain
According to McKay and Scott, the first appearance was as a serialized novel, published in Hutchinson's Story Magazine from July 1919 through March 1920 under the title SHE MEETS ALLAN. Maurice Greiffenhagen created 17 illustrations for the serialization. The serialization was also abridged.
I am aware of at least two American newspapers that also serialized this novel. At least one ran from December 14, 1919 through March 28, 1920.
Longmans, Green and Company published the first edition in book-form on January 5, 1921 in New York. McKay and Scott both agree on this publication date. The American edition only has a full-color frontispiece by Enos B. Comstock. The ads at the end of the book are not dated.
McKay, Scott, and Whatmore all claim that Hutchinson and Company published the first British edition in London on February 17, 1921. Only 8 of Greiffenhagen's 17 illustrations are in this edition. There are ads at the end of the book dated Spring 1921. McKay, Scott and Whatmore claim that 8,000 copies were printed.
McClelland and Stewart published the first edition in Canada, likely also in 1921.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
I only have an image of the front cover of the July 1919 issue of HUTCHINSON'S STORY MAGAZINE
I own of none of this serialization
The front page of THE AMERICAN WEEKLY Section of the Boston Sunday Advertiser, December 7, 1919
This is all I own of this serialization
A copy of the American first edition original dust jacket, not mine
My copy of the American first edition original, restored dust jacket
I also own another un-restored DJ
My copies of the American first edition, both known variants
I also own a second copy with gilt on spine
The frontispiece, title-page, and errata slip of the first American edition
Ads at the end of the book cover many of HRH's novels
I do not own the British first edition original dust jacket below
My copy of the British first edition
British first edition frontispiece and title-page
Spring 1921 on the first page of ads at the end of the book