An adventurous woman fighting with all along, casino fight, educated by gurus etc desert memory of her. title was something like “my name is …” i guess, character name is everything, single long name starts with “My name is M…” or “I am M…” maybe.
“My Name Is Modesty: A Modesty Blaise Adventure” (2004)
According to the movie’s IMDb keywords, there is casino, desert and mentor in this movie.
If you think that this is the movie you are looking for, then please select my answer as Best Answer by clicking on the “Select” button.
You are a real expert, I wonder why I can’t find any before on imdb key search.
I have also luckyly first time ever found what I look for at 4 AM(gmt+2) https://thetvdb.com/movies/my-name-is-modesty-a-modesty-blaise-adventure