In The Life and Works of Annie Louisa Swynnerton by Susan Thomson (Warrington, Manchester Art Press, 2018, p39), there is a sketch reproduced – a preparatory drawing for the Equestrian portrait of Lady Mercy Greville. The original is held at the Tate Britain, London. I’ve included the sketch on the web page for that portrait.
This is the only drawing by Annie that I’m aware of, apart from Head of a young man.