Basically, as per your edit, I'm not sure the situation with 'that begum chick' is entirely comparable with say, the very small number of British citizens who sided with Germany in the Second World War. But there are better comparisons.

The situation here is more to do with what are generally called 'foreign fighters' - people who fight in conflicts in which their home state is neutral, for reasons other than (primarily) personal gain. Think Byron in Greece, for instance - idealistic (or ideological) volunteers fighting in a war that isn't really their own. Foreign fighters, as a category of analysis, have taken a long time to be recognised as a distinct phenomenon that get studied by historians - but you're in luck, as in recent years (thanks in part to those who went to Syria) this has emerged as a new comparative focus for historical enquiry.

The crux of your question is: how have states tended to treat individuals who have fought in foreign conflicts in which the state in question has preferred to stay neutral. Officially, the answer is that this is not acceptable behaviour. The Foreign Enlistment Act in Britain, for instance, aimed to outlaw this kind of action - in theory, this Act made it a crime to join the armed forces of another nation during wartime. It has been updated several times - in 1870, for instance, it was reworded at the outbreak of the Franco-Prussian War, to avoid the British government's potential liability if British subjects got involved in the conflict (as had happened several years earlier, when the British had been forced to pay reparations to the United States after a Confederate ship CSS Alabama was built and crewed in Britain before joining the Confederate war effort). This reflects the norm, dating from the late eighteenth century onwards, that military service should be along the lines of nationality. Citizens, in other words, don't get to decide by themselves who they are allowed to fight.

However, in practice, there has always been a great deal of leeway in actually enforcing these rules. The 1870 Act in Britain has rarely actually been enforced, both in terms of specific conflicts or in response to more general enlistment practices such as those of the French Foreign Legion. This reflects the limitations of the Act as written - my own specialty lies with the foreign volunteers who fought in Spain in the late 1930s, who weren't covered by the Act as Britain didn't recognise either side as a belligerent - but also that foreign fighters have on occasion proven very convenient for their home state. An example of this might be the foreign volunteers who went to Finland to fight in the Winter War against the Soviet Union - most of the staunchly anti-communist states from which these volunteers came were quite happy to see the Finns get support in their struggle. This was especially the case in Sweden, where the government was firmly on the side of the Finns, even though they pursued a policy of neutrality - serving Swedish Army officers were all but encouraged to take leave and go and join the fight. Other examples might include the volunteer American pilots who fought in the Battle of Britain - in theory, enlisting in another country's armed forces meant losing one's American citizenship, but in practice, those who did so were celebrated, not punished. In other words, states have tended to avoid treating foreign fighters too strictly as a category, as their existence may turn out to be in their interests.

This means that context has mattered a great deal in determining the treatment of foreign fighters, and most states have tended towards cautious leniency in the past. The British volunteers who fought in Spain, for example, were never charged, but many were watched by MI5 for years afterwards. I've written on here before as to what treatment they received on their return and during the Second World War, which varied considerably from person to person. Interestingly, Switzerland has been consistently the harshest state when it comes to punishing foreign fighters, with offenders frequently stripped of their citizenship, likely because they represent a such a potential risk to their famed neutrality.

Islamic foreign fighters are obviously a somewhat different category due to the potential for deomestic terrorism, further discussion of which would violate the 20 year rule. But, for previous conflicts at least, treatment of returned foreign fighters has tended to be highly flexible and pragmatic, despite the often stern pronouncements of the affected states.

Sources

The absolute go-to source here is Nir Arielli, From Byron to Bin Laden: A History of Foreign War Volunteers (Harvard, 2018). You might also supplement it with the poli-sci version by David Malet, Foreign Fighters: Transnational Identity in Civic Conflicts (Oxford, 2013).