I've had a look in the three online sources that I tend to use for these things.
FIBIS cannot locate Frances' death; no likely marriages either. I have also failed with FamilySearch and the British Library database.
This doesn't mean the record doesn't exist....
I wonder if you might find something via James' army record at TNA, or maybe via a regimental history (this post
http://archiver.rootsweb.ancestry.com/th/read/INDIA/1997-10/0877528660 is so old that the link almost certainly won't work, but the book will be in existence)
Newspaper searches via British Newspaper Archive would only reference UK papers; whether her death would be sufficient to get them to report it is another question.