This information is from the website http://www.politietsregisterblade.dk which seems to have attracted some rather puzzled forum posts in the last year or so. I was pretty glad to get the following sniplet out of it before it shut me down completely.
If anyone can help track this lady onward I'd be most appreciative. At least I know now the country in which she resided.
UPDATE: now found her brother in the same resource and May's entry in the 1921 census in the main shopping street of Copenhage: Østerbrogade, see the image below.
Facts
1) daughter of Holger Johannes Sørensen 1871 ('corn merchant') who married in Edinburgh, Ida Augusta Park 1872- before 1922; and sister of Carl Frederik Sørensen. Nothing known about these individuals onward from the above dates. These slim details already published on my website's family pages.
2) named with her brother in the will of grandmother Augusta Park which was dated about 1922
I think this was her brother, who is listed here as musician in Odense, Carl Frederik Sørensen born 13 Dec 1897 at Nyborg, just about ten months after his parents married in Edinburgh!
The 1921 census
And for the brother (both in Copenhagen)
The dad is in hospital in Middelfart, the other side of Odense, a widower and seemingly a former grocer. For some reason he is in the index but Copenhagen does not yet seem to be.