Arba'een marks a "pivotal event in history" in which the pilgrims make their journey to Karbala on foot, where Husayn ibn Ali, the third Imam of Shia, and his army were killed and beheaded by the army of Yazid I. -- Wikipedia
The hajj pilgramage can be complicated by lack of mahram (see How do unmarried women with no mahram go on a pilgrimage to Mecca?) and the laws in Saudi Arabia (How to independently visit Saudi Arabia?). It seems Arba'een Pilgrimage may be an alternative for a woman who is unable to perform hajj pilgramage for this reason.
Question: Can a Muslim woman go on Arba'een Pilgrimage without a mahram?
Of course, Karbala is in Iraq, which is having a war at the moment, and my country's travel advice says "Do not travel. We strongly advise you not to travel to Iraq because of the extremely volatile and dangerous security situation." But let's put that aside for this question.
Update: I was unaware of a Shia/Sunni split on the matter before asking. I personally am non-denominational, but answers should be of lasting value (not just for me personally). I originally (mistakenly) accepted a proposed edit to add the "shiism" tag. This has been corrected.
I would also like to point out that I'm aware that it is not a kind of "hajj replacement". My motivation is that I cannot perform hajj due to lack of mahram, and I'm considering it as an alternative to doing nothing. I am simply thinking about it.