Enola Holmes Mysteries -The Case of the Missing Marquess by Nancy Springer

On Enola's fourteenth birthday, her mother disappears, and Sherlock and Mycroft, Enola's brothers, conclude that her mother voluntarily left. Enola is devastated but eventually discovers elaborate ciphers her mother wrote, which leads her to conclude that she left to live with the Romani people and escape Victorian society's confines. Enola finds that her mother left money to fund her escape. When the eldest Mycroft insists that Enola attend boarding school and learn to be a proper lady, she runs away to London instead.  Horrified by her brothers' plans to send her to a boarding school and the prospect of wearing a corset, she escapes. Dressed as a widow, she runs across Inspector Lestrade, who is working on a case with Sherlock about the disappearance of a young Viscount, Lord Tewksbury. Nearly blowing her cover, she finds a secret hiding place that seems to be the young Viscount's hideaway. Concluding that he ran away, she sets off to look for him. Upon arriving in London, Enola discovers the city is not the magical place of her imagination. The same people who have kidnapped the Viscount, who has no street smarts, kidnap Enola. After escaping with the Viscount, she bribes a woman to buy them clothing. Hiding in a police station right under Sherlock's nose, Enola runs away, leaving only a sketch of the suspect on the bench. She sends a coded message via the personal column to her mother, who responds that she has gone to live with the Romani. The epilogue reveals that Enola has taken on two personas. To the poor, she's the mute "Sister," and to the rich, Ivy, the secretary to a private investigator.