You have a ton of research to do.
I'm not certain 'likehood' need concern you. The world is composed of
unique individuals. It is not beyond belief that, in the entire
population of Russia between 1924-39, one could find one woman who
would be adventureous, flee to Paris or Prague, and travel with
nothing but the clothes on her body, and wits.
If you define her character, then what flows from it--including
something no other woman of that era would do--will be credible.
Want to be certain? Try the French archives and look at the
immigrants who arrived during this period. Is there a woman among
them as you describe?
But, once having established her character; part of your work will be
to research the time-period accurately. The clothes, the customs (of
two different societies, not to mention different classes within each
society!) the machines, etc. You don't want her checking her
palmpilot, or straightening the seam of her nylon stocking on
Christmas Day, 1934, when nylon hosiery wasn't produced until 1938.
There are books for authors, written by researchers, which have
complied details about periods and cultures. There might be one for
1920s-1930s Russian and France.
Your plot shows a creative imagination. If you can write as well as
you can dream; you have a very readable (and saleable) book in your
future. Good Luck.