I have a vague recollection as a child that my grandmother said he was in the cavalry.
There were 7 H.Knight's in the regular cavalry in the Boer War. One died in 1900 so 6 possibles assuming your grandmother was right.
2966 Private, 14th Hussars
3651 Private, 18th Hussars
4834 Private, 18th Hussars
4748 Private, 19th Hussars
2886 Private, 8th Hussars
3099 Private, 9th Lancers
Something to work with.....