Mungo Park
Escaped captivity to find the Niger flowing the wrong way, then went back and never came home
Mungo Park trained as a surgeon in Edinburgh and took a post as a ship's assistant surgeon to Sumatra before the African Association, a British society funding exploration of the continent's interior, hired him in 1795 to trace the course of the Niger River, whose direction of flow was still genuinely unknown to Europeans.
He travelled up the Gambia River and inland largely alone once his local guides turned back, and was seized and held for roughly four months by a hostile Moorish chief, kept as a kind of curiosity and periodically threatened, before he managed to escape with little more than a horse and a compass. Weakened and half-starved, he pressed on and in July 1796 reached the Niger at Segou, becoming the first European to confirm it flowed eastward, the opposite of what many geographers had assumed.
He returned to Britain, published an account of the journey that became a bestseller, married, and settled into ordinary medical practice for several years, though friends noted he never fully lost the pull of the river. In 1805 he accepted a government commission to lead a much larger second expedition, this time with an armed escort of soldiers, to trace the Niger to its end.
Disease devastated the party almost immediately; of around forty Europeans who set out, only a handful survived the march to the river itself. Park pressed on regardless with the remaining men in a modified canoe, sending back a final letter in November 1805 describing his intention to continue "though I should die in the attempt." He and his companions died in an ambush at rapids near Bussa, their fate unknown in Britain for years afterward.