I have seen some clever approaches to difficult problems here, so I thought I'd give it a try:
My grandmother reported that her oldest brother (by about 20 years) left Lithuania to fight in the Boer War in the British army. He didn't come home, but she did not report that he had been killed.
Some years ago, I contacted the local British consulate and explained that my great uncle had served in Her Majesty's army in the Boer War. After explaining that I was referring to Queen Victoria rather than Elizabeth II, I was invited to go to London and work through their collection of index cards for the soldiers who had fought in that war. Apparently, there are several million, which makes this a serious non-starter. What's more, I know what his name was in Lithuania, but not what he might have been using in the army.