This is one of the the things that threw me when I bought the Delphi Classics Edition of her collected works. I thought The league was the sequel too, but here is its listing of all Scarlet Pimpernel stories, with publication dates

NOVELS
The Scarlet Pimpernel (1905)

I Will Repay (1906)

The Elusive Pimpernel (1908)

Eldorado (1913)

Lord Tony’s Wife (1917)

The Triumph of the Scarlet Pimpernel (1922)

Sir Percy Hits Back (1927)

A Child of the Revolution (1932)

The Way of the Scarlet Pimpernel (1933)

Sir Percy Leads the Band (1936)

Mam’zelle Guillotine (1940)

Short Story Collections

The League of the Scarlet Pimpernel (1919)

Adventures of the Scarlet Pimpernel (1929)

Secondary Books
concerning ancestors/descendants of the Scarlet Pimpernel

The Laughing Cavalier (1913)

The First Sir Percy (1920)

Pimpernel and Rosemary (1924)