I have days like that!

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Meanwhile, the Wolfe family plot thickens...
I will try and summarise the background.
My mother-in-law's father was Herbert Stuart WOLFE. When she was a child, he 'disappeared'. Something of a charismatic wanderer by all accounts. He went to sea one day and never came home. His mother, Alice, received a letter in 1935 postmarked 'Wellington, New Zealand' saying little more than 'all is well', and that was it. Gone for ever - no contact with his wife or children...
I have recently discovered photos of him and see that he was in the Royal Canadian Dragoons. Interetsingly, I also have photos of him in the Royal Navy, aboard HMS Royal Oak in MArch 1917. At some point he must have joined both, but so far no luck tracing his UK military records. In fact no reference of him at all. (Did he name change?! Who knows...) The real mystery is how he ended up in the Canadian military though!?
Anway, his father, James Henry WOLFE, was a ship's captain and master mariner. I have little of him, but he was resident in Liverpool at age 22(and I had been told born there). I contact LLoyd's shipping registers to see what I can find...and they have JUST replied to me. There is no reciord of a James Henry WOLFE but there is a James WOLFE born same time...and guess what...in Quebec, Canada! He was issued his captaincy certificate in Liverpool though. Do you think we have found the Canadian connection...?!