It is annoying when people say that women can’t travel alone i.e. without a mahram, in any circumstance. Islam is easy, there are exceptions in all matters, depending on the specific situation.
Related to this issue, there is Fatwa from IslamQA when She wants to migrate to a Muslim country without a mahram
Also it is necessary to know if Is it obligatory for those who embrace Islam in kaafir lands to migrate (hijrah)?
I rather ask you to reflect upon the permittivity of muslims living in kaffir countries and ponder over this issue: Can Muslims settle in kaafir countries for the sake of a better life?
Also, the advice of getting married and then travel, with your spouse, for the purpose of studying your deen or making hijra – this is not really an option. If the woman can get married, she would probably do so instead of seeking studies or relocation, which are not-so-easy matters. She would have a support in her spouse, both could make a better living together and they could help each other in their deen.
I suppose that women who want to make hijra or study their deen, they have considered already the marriage option but it was not meant to happen yet. When a woman is alone in a kaffir country, she needs a “home”, she needs a place with people like her i.e. muslims.
A muslim country is a better place to live, to raise a child, to practice more your deen, to increase your knowledge easier and to learn the language of Qur’an; living in a muslim country also broadens the chances to get married.
For the women who plan to make hijra or study their deen, what is khair will happen. Definitely you must do Salat-ul Istikhara and then put your trust in Allah . You need to make some plans and find a support like a job or someone who can help you, for instance, in the place that you want to go.
May Allah bless us with what is good for our life, our religion and our end ameen.