The problem back in the 1890s is that people didn't walk round with a pocket full of ID documents like they do today. No Drivers Licence, no bank card easily no passport, people travelled the world without passports.
OK A local found drowned could be identified, someone would come forward with a description and they would identify the body.
Two people from thousands of miles away, no ID they would not be identified and no one to notify family.
I think if it had happened and family had been informed there would be something in local NZ newspapers.
I think someone somewhere drowned in N Z and a story became garbled. Could be something like ' that river is as big as the River Thames in London'
What happened to Polly? My guess she left for some reason and reinvented herself somewhere else.
Maybe DNA results could throw up an unknown line who were descended from her.