Sgurr, you have got it.
When I said "they weren't there" I was referring to the fact that in John Buchan's 39 steps, there was no woman aboard the train.
The idea was added by Hitchcock in the first film version (he later used the identical device, including the innocent man on the run, in North by Northwest).
The pictures are the female lead characters in stills from the four film versions of 39 steps. (Trivia - Karen Dotrice, who looks very Covid-compliant in the 1978 version, also played Jane, the little girl in Mary Poppins).
Going back to the main clue - here's the answer - the first six chapters of the book
Chapter I
The
Man
Who
Died - the spy who visits
Richard
Hannay
Chapter II The
Milkman Sets Out on his Travels (
Richard
Hannay escapes disguised as a
Milkman)
Chapter III The Adventure of the
Literary
Innkeeper
Chapter IV The Adventure of the
Radical
Candidate
Chapter V The Adventure of the
Spectacled
Roadman
Chapter VI The Adventure of the
Bald
Archaeologist
The main photo shows the Steps that inspired the book's title, and were the setting for the final scene. "Buchan's son, William, later wrote that the name of the book originated when the author's daughter was counting the stairs at St Cuby, a private nursing home on Cliff Promenade in Broadstairs, where Buchan was convalescing. 'There was a wooden staircase leading down to the beach. My sister, who was about six, and who had just learnt to count properly, went down them and gleefully announced: there are 39 steps.' "