Essay: “Captain Gunbolt Charity and the Painted Lady”, William Hope Hodgson, 1916.
Technically, this story was published in 1916 in Hodgson’s collection The Luck of the Strong.
Really, though, it was published in 1915 as the Captain Gault story “The Painted Lady”. As near as I can tell, Hodgson just changed “Galt” to “Gunbolt Charity”.
I didn’t mention “The Painted Lady” in my review of the enjoyable Captain Gault series, but it has Gault smuggling a stolen copy of the Mona Lisa.
I can only speculate that Hodgson wanted to use “The Painted Lady” for his Captain Gault: Being the Exceedingly Private Log of a Sea-Captain which was published in 1917, so he made the changes.