It's possible you're thinking of the story "The Adventure of the Speckled Band," where Helen Stoner tells Sherlock Holmes about her sister's death in their family home, which was originally in India. She describes how her sister became increasingly frightened of something in their home, specifically the sound of a strange whistle and a low, guttural growl.
However, Helen Stoner doesn't share any personal details about her experiences in India. She mentions that her sister Julia married Dr. Roylott there and that they returned to England after Julia's death. But her own experiences in India are never discussed in the story.