The "He's British, Of Course" Stranger mission in Red Dead Redemption 2 is focused on a rather strange person called Margaret. Don't let the name of the character fool you: he's actually a man dressed as a woman who performs an act together with three exotic beasts, a zebra, a tiger, and a lion.

Margaret indeed thought of America as the land of opportunity, as shehe left Britain to escape from his father who wanted him to join the British Army.
The mission isn't among the shortest Stranger missions available in Red Dead Redemption 2, but it's far from being one of the most time-consuming ones like when you need to find all the Dinosaur Bones, Rock Carvings and Cigarette Cards.
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Quest Initiation
The "He's British, Of Course" Stranger mission is available from Chapter 3 onward and can be initiated by interacting with Margaret, who is located in the Lemoyne region, to the west of Bluewater Marsh and a little to the north of the gap between the "M" and "O" in Lemoyne.
By talking with him, Arthur will learn of Margaret's act and how it can no longer be performed, as his zebra, tiger, and lion have escaped from their wagons.
By agreeing to help him, Arthur will have to track the three animals and bring them back to Margaret.
Part I
In the first part of the mission, Arthur has to track down the lost zebra. The animal is found to the northwest of Margaret's location, right to the north of the "E" in Lemoyne on the map.
The animal is grazing under a tree, and analyzing it with the binoculars will reveal a not-so-shocking fact about it: it's not a real zebra, but a painted mule!
Approach the animal slowly, use the Lasso and bring it back to Margaret.
Part II
The fake zebra is only the tip of the iceberg, as there are other surprises in store regarding Margaret and his act.
The second animal to track down is the tiger. To start the mission's second part, just bring the zebra back to Margaret and agree to continue finding the animals.
Margaret will tell Arthur that he has sent a handler looking for the animals as well. Arthur can meet the handler by going to the northeast of Rhodes, close to the Kamassa River.
After talking with the handler, Arthur will start tracking down the lion. To do so, activate Eagle Eye and keep following the tracks, until you reach the dead lion, which is not a lion at all, but a dog.
Pick the carcass and put it on the wagon. After a short while, the tiger will appear and get into the wagon by itself, attracted by the dead dog.
The tiger, as expected, is not a real one, but a painted cougar. Close the doors and drive back to Margaret to complete the second part of the "He's British, Of Course" mission.
Part III
The third and final part of the mission sees Arthur go look for the remaining animal, the lion. The beast is located in Emerald Ranch, to the north of the "M" in Lemoyne on the map, a little past the train track.
Once at the location, Arthur will notice some farmers locking a barn due to a beast being inside. Arthur enters the barn only to find out that the animal has escaped.
Once outside, Arthur will notice that the beast is leaving death behind it, seeing a dead person and horse not too far from the barn. By entering the stables marked on the map, Arthur will be surprised to see that the lion is not another dressed up animal, but an actual, real lion.
A few shots to its head with a rifle will kill the dangerous beast and Arthur will take one of its paws as a trophy.
Part IV
The "He's British, Of Course" mission is completed by going back to Margaret's location, receiving payment and completing the mission for good.
An additional reward is obtained by selling the Lion's Paw to any fence to obtain the Lion Paw Trinket, which increases Stamina XP gain by 10%.