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She's interred at Kilchattan Old Graveyard, on the Isle of Gigha, a small island in the Sound of Jura, off the west coast of Scotland.

A melancholy affair is reported from Gigha Island, the body of Miss M'Kenzie, sister of the Rev. John F. M'Kenzie, parish minister of Gigha, having been found floating in the sea below the manse, under suspicious circumstances. Deceased only recently returned from South Africa, where she is understood to have served as a nurse in connection with the war. Sympathy with Rev. Mr M'Kenzie in the painful event is widespread.
Edinburgh Evening News, Thursday 30th January 1902

A photo of her family headstone (with brother and cousin) is here at Find a Grave
www.findagrave.com/memorial/115118812/emma-louisa-mckenzie

Thanks, spooner. Hers is the remotest UK grave of someone who took part, or is believed to have taken part, in the ABW, unless anyone knows different.