Chapter 1: Section 4: Page 30: Line 82 (454)

 "As it happened," Lindsay, the Unit Historian, recalled, "we caught a contrary wind, and ended up in the middle of some unpleasantness in Oltre Giubba, instead of down at Alex, where we had counted upon some weeks of educational diversion, not to mention a more salubrious atmosphere."

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"Oltre Giubba"
I haven't found any specific mention of unpleasantness in Oltre Giuba (as the Italians referred to Jubaland, the most southwestern state of Somalia and which Pynchon misspelled, unless it was spelled that way in the 19th century or unless the two Bs are just an affectation of Lindsay's speech). But it seems the "general unpleasantness" of the late 19th century was due to British and Italian efforts to colonize Somalia. What the Chums could have flown into was the tensions which began the Banadir Resistance, a guerilla war against the Italians which lasted from 1888 to 1924.
    Contrary winds or not, the Chums were sure to find themselves in the midst of some sort of conflict flying above Africa in the mid to late 1880s as it was the beginning of the Scramble for Africa (also called the Rape of Africa which is a far more fitting and less "apologetic" term. I mean, really, "Scramble for Africa" sounds like some zany Cannonball Run movie or Hollywood comedy akin to It's a Mad, Mad, Mad, Mad World (was that enough "mad"s? I'm not even going to check!)). This Scramble for Africa led directly to many of the native people exhibits in World Fairs all over the world for decades. So this is a bit of a tie-in to the Chums visiting the Chicago World's Fair. Here we see them hovering about the violence which led directly to the grand exciting spectacle of the Fair they're now visiting.
    Also see Pynchon's thematic use of the Herero Genocide in Gravity's Rainbow.

"Alex"
My guess is that Lindsay means Alexandria, Egypt. We all know the Library of Alexandria was long destroyed but Lindsay lives in a secret world full of secret organizations with secret missions to secret parts of the world. Why would the Chums expect weeks of educational diversion in Alexandria unless the Library was still extant, just now hidden to the rest of the world?! Later, the Chums are going to travel through the Hollow Earth so why shouldn't this offhand remark by Lindsay be read as the Library of Alexandria's existence maintained in some dark hidden section of the city, perhaps in some labyrinthian catacomb beneath the streets?