By this time, as a young adult she was also working as a photographer, publishing in magazines and was interested in pursuing film and anthropology at the museum.
Around that point, she produced the idea of having a film festival called the Margaret Mead Film Festival, as Margaret Mead, an American cultural anthropologist, was in residence at the museum she was volunteering at. Milbry acted as the director of the festival. She mentions that her correspondences with Margaret at this juncture in her life would go on to play a pivotal role.
“I was applying to Oxford, and I went up to her office one day and said, “You know, I'm applying to graduate school, and I went through my whole litany of things I wanted to do, and she folded her hands, looked at me and said, ‘Well, it's a really bad idea.’”
“And I said what? This is the whole thing I was going towards. She said, ‘You're going to go to graduate school, you're going to graduate, and you're going to probably do very well, but you'll have a debt. And you're a woman and you won't get a good job offer from any university that you want to go to. So, you'll end up in a second- or third-rate university.’”
Milbry said she remembers “crawling out of her office, devastated” and asking herself what she really wanted to do.
In that moment, she realized there was indeed something she had a fervent desire to do, which involved retracing the southern route Alexander the Great took when he set out for the Siwa Oasis in Egypt. Milbry’s two heroes growing up were Alexander the Great and explorer Sir Richard Burton, and she read everything she possibly could about them.
Consequently, that is exactly what Milbry did. Once she eventually received support from the National Geographic Society after contacting them, she went back to Egypt and assembled a team. The group included three individuals from the Bedouin community, her second Egyptian godfather, who was an architectural engineer, an Egyptian scientist, her two cousins that were fluent in Arabic, and ten camels that would assist her on the expedition.
The expedition took two years to complete, due to having to cross a war zone, but created memories that would undoubtedly last a lifetime.