In order to pursue her aim of becoming a dramatist, Marshall went on the stage for three years to learn stagecraft, and occasionally acted as secretary to Ellen Terry. She lived with Terry's daughter Edith Craig from 1899 to Craig's death in 1947. They lived together at Smith Square and then 31 Bedford Street, Covent Garden as well as Priest's House, Tenterden, Kent. Their relationship became temporarily strained when Craig received, and accepted, a marriage proposal from the Composer Martin Shaw in 1903, and Marshall attempted suicide. In 1916 Marshall and Craig were joined by the Artist Clare 'Tony' Atwood, living in a ménage à trois until Craig died in 1947, according to Michael Holroyd in his book A Strange Eventful History. In 1900 Marshall published her first novel, The Crimson Weed, which takes its title from a transformation of the traditional symbol of the red rose. A feminist, in 1909 she joined the Women's Social and Political Union (WSPU), having previously worked for the Women Writers' Suffrage League and the Actresses' Franchise League.