One source of names for those who served are the nominal rolls in class WO127 (The National Archives) for the South African raised colonial units. These books are useful but they are not complete nominal rolls.
One name listed in The Register is Lt Henry Baliol Cheyne, Indian Staff Corps attached Kitchener's Horse, the sole sources listed is WO127 and the 1903 Army List. I was asked to investigate further by an Indian Army medal collector.
WO127 shows Cheyne was with the regiment from 02-02 to 13-10-1900. However, checking the medal rolls drew a blank, he was not with the Kitchener's Horse roll nor located on another page within the medal rolls. Given there are thousands of pages and the most complete index (on Ancestry) is also not very good there is the possibility his name has been missed or mis-indexed. There, the search would normally end if it were not for the information that Cheyne had served in China in 1900 earning the Relief of Pekin clasp with the 1st Bengal Lancers (Skinner's Horse).
To qualify for the Relief of Pekin clasp meant that Cheyne had to be present in China in August 1900. WO127 records he was Kitchener's Horse until October 1900. If Cheyne had served in South Africa then he spent a considerable time travelling from India to South Africa in February, then to China in August and back to South Africa to leave Kitchener's Horse in October. The Victorians were great travellers but Cheyne's itinerary is implausible.
A number of Indian Army officers did fight on attachment in South Africa, including some from Cheyne's own regiment. Some of these also fought in China with Cheyne. One, Lt FD Russell is shown on the China 1900 roll as having "embarked at South Africa on 1st August 1900". Cheyne is shown as "Embarked at Calcutta 7th July 1900".
All the evidence, including Cheyne's obituary which notes all his known military service but not significantly the Anglo-Boer War, points to the fact that Cheyne did not land in South Africa for military service if he even travelled there in the first place. His entry in WO127 would appear to result from Cheyne's appointment on attachment, but does not mean fighting service. Why Cheyne is shown as serving with Kitchener's Horse for so long when he was in China is probably a clerical oversight.