“Everyone tried to put me off at first – people just didn’t believe I would actually do it,” Cox says.
But on 26 October last year, she set off from the Attari-Wagah border between Pakistan and India, bound for Kolkata, just a few miles from where her father Deric was born.
She stayed true to the route, which meant there were sometimes days when she ran 42km along a highway “which was boring as hell” but other days were through nature reserves, along canals and through farmers’ fields.
There were cows, snakes and goats in the road, while drivers regularly travelled on the wrong side of the highways. Some were busy roads and she has a scar on her right leg from a collision with a motorbike while she was running.
She even needed a police escort at times because she was going through regions known for regular fatal tiger attacks.
It was often hot, dusty and smoggy and even though she had spent two weeks beforehand doing sessions in a heat chamber to acclimatise, it was unlike anything she had ever experienced.
And then there was the sickness, which played a large part in her losing more than 10kg during the challenge.
One such episode also coincided with one of the more surreal chance encounters.
“It was day 24 and we met Richard Branson at the Taj Mahal,” she says.
“He was out there to host a charity cycling event and we were walking round the Taj and I was just feeling worse and worse.
“The evening before, he had invited me for dinner at a really expensive hotel. I had one sniff of an Old Fashioned cocktail and I was like: “oh my god, I’m going to be sick”.
“I had to run to these really fancy toilets and I was sick everywhere.
“The next day, I needed to run a marathon and five of the people who were part of Richard Branson’s charity event decided they were going to run with me. I was sick all day that day by the side of the road but I just knew I had to finish.”