Cobbold spent much of her childhood in Algiers and Cairo in the company of Muslim nannies. She considered herself a Muslim from a young age despite not officially professing her faith until she met the Pope. She became a Mayfair socialite. She spent her childhood winters in North Africa where her fascination with Islam developed.She confirmed her conversion to Islam by 1915, taking the Arabic name Zainab. She remarked that she considered Islam the religion “most calculated to solve the world’s many perplexing problems, and to bring to humanity peace and happiness”.