A convert to Islam The Scottish aristocrat, a convert to Islam, adopted the Muslim name Zainab. A noblewoman, Evelyn, at age 65, in 1933, became the first British-born Muslim woman to perform the pilgrimage to Mecca. In 1934, a personal account of her trip was published entitled Pilgrimage to Mecca. An excerpt from her work can be found in Michael Wolfe's book One Thousand Roads to Mecca. Born in Edinburgh Zainab (formerly Lady Evelyn Cobbold), was the eldest daughter of 7th Earl of Dunmore, her father and her mother, Second Earl of Leicester.