You could try the Victoria death certs online (I found no record in NSW, but one in Victoria):
http://online.justice.vic.gov.au/servlet/IdxSearch?action=getHistIdxSearchCriteria

Nothing under marriage.

I put in only Family Name: Cavendish
Given Name(s): Jane
Event (Choose one or more boxes): [Ticked] Death.

It came up with one entry, which I pinned down to 1894 to 1895.

I didn't enter her father, because this might not have been known to whoever registered her death.

Vic charges for any further searching, and for supplying the cert online (pay by credit card), but it might be worth a shot? Australian death certs are usually very informative, and should give her place of birth and how long in Australia, etc.

Sue