I think Nefertari Lili never came back to Alabasta because she traveled around the world.
The letter that King Cobra is referring to, that has been passed through the generations of the Nefertari family is the Alabasta Poneglyph. What are Poneglyphs if not letters to the future generations?
I believe Lili joined JoyBoy’s crew, she founded Amazon Lily to hide herself and Joyboy went on to create Raftel.
Lili could just be a queen who not only refused to live in Mary Geoise, but also wanted to see the rest of the world, so she went traveling. Because this alone is a sacrilege for Celestial Dragons she was never mentioned anywhere.
Joyboy could have been the first “pirate”. A simple traveler who opposed the status quo, liberated people, fought against evil whatsoever and so on and the World Government or Marines called him and his crew pirates, because for them they were obviously criminals.
Lili could be the same, a rebellious queen with curiosity and sense for righteousness. Her way of living, dress and act became the foundation of the Amazon culture. King Cobra has a snake in his Kuja too.
This also makes me think of Joyboy’s crew. I imagine them in a way like the Strawhats and Rocks Pirates. Maybe Roger and Blackbeard. They were just a small group of 10, 11 people, all very different from each other, all with their own big dream and goal but achieving unbelievable things.
They could be the foundation of different islands, cultures, places, like Zou and the Minks, the borders of Wano, planting of the giant tree on Elbaf and the bean on Skypia, maybe created Fishman Island. They created the Poneglyphs, wrote the texts, hide them, did whatever the One Piece is on Raftel and so on.
I bet Toki of Wano was part of this crew too.
Back to topic: I also bet Vivi will parallel Lili in never coming back to Alabasta and will travel from now on.