What's the safety in southern Africa like for a female traveler?

A female traveling alone is never safe. Anywhere. Choose your hotels carefully..cheaper may be appealing but unless you know the environs be prepared to spend a bit more for your safety. I would suggest not staying in the same lodging more than two nights. It doesn't take long for the word to get around that a solo female is in the hood. Do not make a habit of visiting the same place twice. Bring a cell phone with you, and even if it does not work, and you feel uneasy for whatever reason, act as if you are having a conversation. Jo'burg is not safe. And there is far more to do/see in Capetown. The suggestion to use air is a wise one. I have done Jo'burg to Capetown on a train and it was not pleasant. Unless you can afford the "blue" train, which I could have but chose to give the "purple" train a shot. We had roundtrip tickets but chose to fly back to Jo'burg. The train from Namibia to Tanzania was worse. The train from Zamibia to Lubumbashi was horrendous. FLY, FLY.