Just to get it out of the way, the first thing I'll do is complain about the length of this book. 955 pages-- what were you thinking, Mary Margaret? Actually, I know perfectly well what she was thinking. Her intent from the beginning must have been to write an epic, and that only as an epic would this tale of British rule in India, the Second Afghan War, and the romance between her British-born, India-raised soldier and the half-blood Russo-Indian princess work.
This might give you some hint as to what the main themes of the story are. Prejudice is a big one-- these two are fighting to find a place where they won't be judged by the color of their skin or the fact that they are foreigners in a strange land. The other big theme-- the utter uselessness of invading other countries-- works perfectly in parallel.
In fact, the book is quite topical. I wasn't even aware there was a First Afghan War (and that her father was one of its historians), much less a Second one. The very real history embedded in this novel is still in play: The world powers against the smaller, feistier, much more religiously driven countries.