Jumbo #14 was published in 1940. The art was pretty primitive in those days. It got much better after the start of WWII, presumably because soldiers in the field read this comic book by the thousands. In this issue Sheena and Bob are captured by some hostile natives who take them to a primitive arena, tie them to poles and prepare to feed them to lions. (I was never aware that African natives did this, although ancient Romans certainly did). These pics show Sheena being manhandled by two Africans as they capture her, and then tied to a pole alongside Bob. Some enlargements of the two pages from the book are here to help view the scene.
Source: I once owned this book