The ship was sent on many more expeditions, including to Norfolk Island and New Zealand. It sailed in Australian waters during the governorships of King, Bligh, Macquarie and Brisbane. Under Brisbane, it was sent north with two other vessels to carry settlers to a new trading post on the Melville Island, and it served that settlement for some time. Its final voyage started in February 1825, when it was sent to Koepang to bring back buffaloes for food. Several months passed before it was learned it had been captured by Malay pirates off Baba Island, north-east of Timor. On September 22 1825, The Sydney Gazette reported: 'The Lady Nelson, brig, has been most unfortunately cut off at Timor by Malay privateers and all the crew sacrificed, except the Captain'. The little 60-ton ship contributed more to the exploration and settlement than any other. She served in the colony for a quarter of a century.