This isn’t the book John Wray intended to write when, three years ago, he travelled to Afghanistan to research a biography of John Walker Lindh, the 20-year-old American who was captured by US troops in 2001, having joined the Taliban three months before 9/11. Interviewing locals, Wray grew distracted by rumours of another American citizen who fought alongside the Taliban – a “girl” – but both trails went cold, Afghanistan being “a difficult place to play detective”.

Hence Godsend, which isn’t Wray’s nonfiction debut but, instead, a fifth novel. A nervy drama of secrecy and desire built around the gaps his reporting couldn’t fill, it follows Aden, a fictitious 18-year-old Muslim convert who leaves California in the summer of 2001 to study Arabic in Pakistan – at least that’s the story she tells her separated parents, while privately hoping to cross into Afghanistan.

Having shaved her head, bandaged her breasts and deepened her voice, she’s passing as male to attend a border madrassa located with help from her travelling companion, Decker, a male friend and sometime lover whose Pashtun roots supply handy local knowledge. Things sour almost immediately when Aden snubs his offer of a pre-flight fumble, saying she no longer sees him that way – a position she maintains at the madrassa, where the mullah’s charismatic son, Ziar, fuels her longing for Afghanistan with tales of battling the Soviets.

If Decker jealously senses he has served his purpose, Aden (now going by the name Suleyman) resents him too; he’s allowed to tag along with fellow students on mysterious cross-border forays while, left behind, she’s treated with kid gloves as a US citizen, an identity she disavows.

A tale of shadows and whispers ensues, with gut-level dread in hints that Ziar and others can see through Aden’s cover but, like Decker, are only biding their time to expose her. Much of the tension lies in how the narrative, limited to Aden’s point of view, lets us access her thoughts without making them transparent; it’s thrilling when, rumbled by someone who spots her squatting to pee, she wriggles out of the difficulty with a brazen lie we hadn’t guessed she had up her sleeve.

At the same time, the novel’s scrupulous reserve leaves you feeling there’s a blank where the story should be. The first named locations in the opening scene, set in Aden’s home town cul-de-sac, are the airport and the cemetery; we get that staying put doesn’t seem an option – not least for a self-described “freak” taunted in the street for wearing shalwar kameez – but it’s hard not to wonder what on earth is going on once she eventually does pitch up at a paramilitary training camp.

Wray ends his story at a point that avoids raising questions about the real Lindh (whose 20-year jail sentence is due to end this May). Ultimately, Godsend isn’t a post-9/11 novel so much as an example of an older tradition that, from The Bell Jar to The Virgin Suicides, says America is no country for young women. Here, the Taliban serve roughly the same role Charles Manson did in Emma Cline’s 2016 debut The Girls, in which the heroine’s attraction to a murder cult represents symbolic pushback against her treatment as a sex object.

The cumulative attentions of Decker, Ziar and a predatory warlord – in a startling finale that lends the title unexpectedly ugly significance – likewise serve to vindicate Aden’s radical self-transformation. Gender injustice probably isn’t the theme Wray first had in mind, and you sense he’s come a long way from his first impulse of tackling the story of the so-called “American Taliban” as a kind of whydunnit. When Aden’s father asks if she’s punishing him, she says: “You think... everything’s on account of you, or thanks to you, or coming back off something bad you’ve done. You’re wrong. I don’t think about you much at all.”

But is Aden’s opacity a mark of her psychological complexity, or just a symptom of the unguessable void that attracted Wray to Lindh in the first place? It isn’t the only question this fascinating and frustrating novel leaves hanging.

• Godsend by John Wray is published by Canongate (£14.99). To order a copy for £10.99 go to guardianbookshop.com or call 0330 333 6846. Free UK p&p over £15, online orders only. Phone orders min p&p of £1.99