A remarkable series of letters written by Lady Anne to Dundas, then secretary for war and the colonies, was published in 1901 under the title South Africa a Century Ago. In 1806, on the reconquest of the Cape by the British, Barnard was reappointed colonial secretary, but Lady Anne did not accompany him there, where he died in 1807. The rest of her life was passed in London, where she died on the 6th of May 1825.
Auld Robin Gray was written by her in 1772, to music by the Rev. William Leeves (1748—1828), as he admitted in 1812. It was published anonymously in 1783, Lady Anne only acknowledging the authorship of the words two years before her death in a letter to Sir Walter Scott, who subsequently edited it for the Bannatyne Club with two continuations.