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Before we discuss this case we have to point out two important rule in Islam:
1. Avoid any case where harm is a possibility has higher priority than achieving benefits. For example the Holy Quran says :

"They ask you about intoxicants and games of chance. Say: In both of them there is a great sin and means of profit for men, and their sin is greater than their profit. And they ask you as to what they should spend. Say: What you can spare. Thus does Allah make clear to you the communications, that you may ponder " (AlBakara : 218)

Alcoholic drinks and gambling are strictly forbidden in Islam although there are benefits in them. For example in gambling you may win and gain money, but its harm is greater as it may lead to bankruptcy, theft and many crimes can be committed as a consequence to gambling that is why Islam forbids gambling. The same rule applies to drinking alcoholic drinks which may case benefits like the pleasure of drinking, alcoholic drinks can be sold and hence gaining money and so on, at the same time it affects our rational thinking, a drunk man can kill, rape, steal, make accidents and so on while he is totally unaware of what he is doing consequently Islam strictly forbade drinking Alcoholic drinks.

2. Islam regards the woman as a jewel that men responsible for have to protect and cherish and this is considered one of their main responsibilities to God. Prophet Muhammad, peace and blessings be upon him said: "The best among you is he who is best for his family. For my family, I am the best of all of you." (Ibn Majah, Sunan).

Before we proceed with the Fatwa (religious opinion) of some of the eminent Muslim scholars we have to explain that a Mahram means the woman’s husband or a man who the woman can not marry like her father, her uncle, her brother..etc.

First: We present the Fatwa of The European Council for Fatwa and Research which states:
This is primarily unlawful according to the hadith of the Prophet (peace and blessings be upon him): "A woman who believes in Allah and the Hereafter shall not travel for (a period of) a day and a night unless accompanied by a mahram of hers." (Reported by al-Bukhari and Muslim)

Depending on this general text, some scholars are of the opinion that a woman should not travel by herself. Other scholars stipulate that her travel is permissible in the company of a trustworthy group of men or men and women. The prohibition conveyed by the hadith is justified by fearing that the woman may be exposed to mischief or temptation if she travels alone, bearing in mind that the dangers of travel were numerous in the past.

Caliph `Umar ibn al-Khattab, may Allah be pleased with him, allowed the Prophet’s wives, Mothers of the Believers, may Allah be pleased with them, to travel for Hajj with a group of believers and sent with them `Uthman ibn `Affan and `Abdul-Rahman ibn `Auf.

In the hadith of the Prophet, peace and blessings be upon him, to `Adiy ibn Hatim we read: "If you live long, you will see the woman travel from Hirah (a city in Iraq) to circumambulate the Ka`bah fearing none but Allah." (Reported by al-Bukhari)

This confirms that the cause (of the prohibition) is fear (of insecurity). If security is guaranteed and fear is no more present, a woman may travel, particularly nowadays when travel has become easy, whether by air, train or coach. In all these means of transportation, company is available and security is realized for the Muslim woman.

This is in respect of the woman’s travel from one town to another or from one country to another and her arrival on the same day of her travel, whereupon she finds company providing security.

If the journey requires staying overnight in a hotel on the way, or the journey is intended to perform a certain task that requires residence for a certain period, the woman, in this case, is supposed primarily to travel with a mahram of hers, or reside for the required period with a Muslim family in that country to avoid the likelihood of temptation or mischief the woman may face.

Finally, the Council urges parents to bring up their daughters and the husbands to educate their wives according to the guidance of Allah, for a Muslim woman will certainly follow the guidance of Allah steadfastly if she has received her due amount of education and instruction and has learned the rulings and rules of Shari`ah and has comprehended her religion."

You can read the above Fatwa at : https://archive.islamonline.net/?p=1378

Second: We present the Fatwa issued by the prominent Muslim scholar, Sheikh Yusuf Al-Qaradawi, in this regard:
"The principle in Shari`ah is that a woman is not to travel by herself; rather, it is obligatory upon her to have as her companion her husband or a mahram. This ruling is founded on what was reported by Al-Bukhari and others from Ibn `Abbas, may Allah be pleased with him, that Allah’s Messenger, peace and blessings be upon him, said: "A woman is not to travel except with a mahram, and a man is not to enter upon her except if she has a mahram."

And also on the authority of Abu Hurayrah, may Allah be pleased with him, the Prophet, peace and blessings be upon him, is quoted to have said: "It is not permissible for a woman who believes in Allah and the Last Day to travel a distance of one day and one night without a mahram with her." Abu Sa`id narrated that the Prophet, peace and blessings be upon him, said: "A woman is not to travel a distance of two days without her husband or mahram with her."

And Ibn `Umar narrated that: "She is not to travel for three nights, except if she has a mahram." Apparently the differences in narrations are because of the different questioners and the questions posed. Abu Hanifah preferred the last hadith of Ibn `Umar and was of the opinion that a mahram is not needed except in travels in which prayers are shortened (also reported by Ahmad). These hadiths include all types of travel, whether or not it is necessary, like visiting, trading, seeking knowledge, or anything else.

The basis for this ruling is not an evil assumption about the woman and her manners, as some people unreasonably think, but it is to take care of her reputation and dignity. It is to protect her from the desires of those who have diseased hearts, from the assault of a rapist or a thief. And this is even more so in places that the traveler must pass through, like deadly deserts, in a time when there is no sense of security, and where the places are unpopulated.

But what is the ruling on a woman, who does not find a mahram to accompany her in a legitimate travel, whether obligatory, preferred or permitted? And there is within her reach a group of protective men, or trustworthy faithful women, and the roads are safe? The jurists have researched this topic whenever they discussed the obligation of Hajj upon women, and they kept in mind the Prophet’s injunction prohibiting a woman from traveling without a mahram. Their thoughtful opinions include the following:

1. Among them are those who hold on to what is apparent from the mentioned hadiths, they prohibit traveling without a mahram, even for the obligation of Hajj. And there is no exception to this rule.

2. There are those who make an exception for older women who have passed the age of being subject to temptation, as has been transmitted from Al-Qadi ibn Al-Walid Al-Yaji, from the Maliki Juristic school. It is especially for women in general if we look at the meaning as was said by Ibn Daqiq Al-`Eid.

3. Some of them make the exception that as long as the woman is with trustworthy and faithful women, then the travel is permissible. Furthermore, some conclude that it is enough for just one free trustworthy and faithful Muslim woman.

4. And some concluded that the roadway must be safe. This is the opinion that was chosen by Sheikhul-Islam Ibn Taymiyyah. He mentioned that Ibn Muflih in Al-Faru` said: "Every woman can perform Hajj without a mahram as long as she will be safe." And he said: "This is directed towards every travel in obedience..". Al-Karabisi transmitted this from Ash-Shafi`i pertaining to the supererogatory Hajj. And some of his companions also said this about supererogatory Hajj and about every travel that is not obligatory, like visiting and trading."

Al-Artham transmitted from Imam Ahmad: "A mahram is not a condition in the obligatory Hajj." His justification for this is his saying: "Because she goes out with women, and with all those whom she is safe with." Ibn Siyrin even said: "With a Muslim it is okay." Al-Awzai said: "With a just people." Malik said: "With a group of women." Ash-Shafi`i said: "With a trustworthy faithful Muslim woman." And his companions said: "By herself if there is safety."

Al-Hafidh Ibn Hajar said: "What is well-known with the Shafi`is is that it is conditional that there be a husband, mahram, or trustworthy faithful women." And in another saying: "It is enough for just one trustworthy faithful woman." In a saying transmitted by Al-Karabisi, authenticated in Al-Muhadhab, is that she can travel by herself if the roads are safe. If this is what was said about traveling for Hajj and `Umrah, then this ruling should be uniform concerning all types of travel, as some scholars have agreed.

The purpose here is to safeguard the woman and protect her, which is fulfilled by knowing that the roadway is safe and that trustworthy faithful men and women are present.

The proof of the permissibility of a woman traveling without a mahram is incumbent upon there being security and the presence of trustworthy faithful people. What was reported by Al-Bukhari is that during the final Hajj of `Umar ibn Al-Khattab, may Allah be pleased with him, he gave permission to the wives of the Prophet, peace and blessings be upon him, to perform Hajj. So he sent with them `Uthman ibn `Affan and `Abdur-Rahman. This act is considered to be a consensus, for all of them, `Umar, `Uthman, `Abdur-Rahman Ibn `Awf and the wives of the Prophet, peace and blessings be upon him, agreed to it, without any objection.

Second is what was reported by Al-Bukhari and Muslim from the hadith of `Ada Ibn Hatim that the Prophet (peace and blessings be upon him) told him about the future of Islam and how its light will be spread throughout the earth. Among what he mentioned is: "The day is near when a young woman will travel from Al-Hira (a city in Iraq), going to the Sacred House with no husband accompanying her. She will fear none but Allah." This information does not only prove that this will happen, but proves its permissibility, because it was mentioned in a phrase praising the spread of Islam along with its sense of security.

Here I will state two additionally important precepts:
The first is that the basis of rulings on acts of dealings is to focus on their meanings and purposes. This is the opposite of rulings on acts of worship, whose main focus is on showing full compliance to Allah’s order, before focusing on their meanings and purposes, as was firmly established by Imam Ash-Shatibi, who clarified this and verified it with proofs.

The second is that prohibited things are not permitted except if there is a dire need. And things that are prohibited so that they can be an obstruction to evil are permitted during times of need. And there is no doubt that the prohibition of a woman traveling without a mahram stems on the necessity of blocking channels to evil.

It is incumbent upon us to look at traveling in our time. It is not like how traveling was in the past. It is no more filled with the dangers of the arid deserts, or awe of being encountered with thieves, highway robbers, etc. Now traveling is by various modern means of transportation that usually gather large amounts of people at a time, like ships, airplanes, buses, or cars that travel in caravans. Thus, this provides plenty of confidence and reliability, removing feelings of fear for the woman, because she will not be by herself in any place.

Thus, in the light of the above, I see no objection to woman performing Hajj within such safe environment, which provides all the necessary security and contentment." You can read the above Fatwa at : https://archive.islamonline.net/?p=5835

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