Person was missed since 2001, the plan was to leave from UK to USA, but it did not happend. How to find?

[Veronica Alicia]

Is it possible that she has changed her name? If she has married, it becomes very difficult to find a woman.
Some sites you might try:
http://www.thephonebook.bt.com
http://www.192.com (they will give a phone number but you will have to buy credits for an address). Where it asks for an area, type in "United Kingdom"
Friends Reunited (now a free site) - she may be registered on there
Facebook
I found my own home e-mail address on 123people.com

For a small fee, the Salvation Army do a family member search. Their site is www2.salvationarmy.org.uk/family

I've checked my copy of the Electoral Roll (now 3 years old) and can't find a Svetlana Sutherland on there anywhere in the UK

You could try a letter to the local newspaper covering the area in which she was last known to be living. Address it to The Readers' Letters Column, and ask if anyone has a current address for her. Svetlana is such a distinctive first name, that she couldn't be forgotten that easily.