The issue we all face when using FMP is that the record collection is the United Kingdom, Chelsea Pensioners' Service Records, 1760-1913.
This collection includes Chelsea Pensioners British Army Service Records from 1760-1913. The records contain information on men pensioned out of the British Army. The the National Archives record series numbers are WO97, WO119, WO121, WO122, WO131.
The clue word is pensioned out, not all servicemen were pensioned out, so that is why we sometimes can not find the person you are looking for.
Hopefully one day other service records will become available online?