Punctuation and Capitalization of Dialogue Tags

I would change that to:

“Come here, Alan Quatermain,” said She with a sultry air."

Or perhaps Appletonization would make it even better.

“Come here, Alan Quatermain,” She said sultrily."

I wish.

Nothing is ever attributed to She, but always to Ayesha. And she never says anything sultrily, but talks like this:

Worse, Haggard was the kind of writer whose characters ejaculated with regularity. But unfortunately not in Ayesha’s boudoir.