In 1937 and 1938, following her time in Bali, Lily visited several surrounding countries in Southeast Asia, but the escalating threat of war cast a shadow over this period. Japan was a country with great aesthetic appeal for Lily, but as a Western woman with a sketchbook, she was taken for a spy there and subjected to a series of interrogations. She thus decided to leave the country, with mixed feelings. In occupied Korea, Japanese officials again made life difficult for Lily. But this did not stop her from staying in Seoul for a while to draw elderly Korean models wearing their distinctive caps of horsehair gauze.