Could this be your man?
Captain A.E. Davis, Natal Native Contingent.
(From Abingdon School Register 1563-1947)
DAVIS, Arthur (1850-1928). Son of Gabriel Davis (1807-1889), merchant, East St Helen Street, Abingdon. AS 1861-? To South Africa. South African Frontier Mounted Police. Served, Morosi rebellion (1877-78), Cape Colony. Served, Zulu war (1879). Free State Civil Service, Customs. Served, Boer War. Guide and intelligence officer (1899). Served, First World War, aged sixty. Dyed his hair and assumed military age of forty. Served in General Botha’s invasion, German South West Africa (1914). Brother of DDD, OD, RD, WD, GD and LD. Nephews of headmaster Dr W A Strange and cousins of the Swann’s.