In the words of Clive Whitehead, "Cox might well have lived out the rest of his life as a popular but essentially obscure don at Oxford had it not been for an early interest in the African colonies".
He developed an early interest in the African colonies from his friendship with C. H. Baynes, his contemporary at Balliol, who taught for several years in Lagos before returning to England as headmaster of the New College Choir School.
In 1929, Cox visited South Africa as part of a British Association for the Advancement of Science delegation; he decided to return overland to Cairo via Khartoum, where he became friends with many local educators.
In 1937, "literally out of the Sudanese blue", Cox was invited to spend two years in Sudan as Director of Education and Principal of Gordon College, the forerunner of the University of Khartoum.
The same year, Lord de la Warr's education commission visited Gordon College, and Cox was thanked in the report for the valuable assistance he gave, attracting favourable official notice.