Forgive me for butting in, but this general subject interests me too.
My great-uncle Claud Denison Stirling Wilkinson (b. late 1878) left his wife in 1913 -- the story was that his fruit-growing business failed, she nagged him about it, and one day he'd had more than he could stand. His descendants maintain that he sailed to Australia where he joined cousin Freddy in the same line of business at Renmark, SA. That they both joined up the following year and were killed at Gallipoli.
I can find Frederick Wilkinson, private in the 10th infantry battalion, AIF, k.i.a. in the ANZAC attack on the Dardanelles 25 Apr. 1915. But no sign of Claud or anyone with the name Denison or Stirling (which he might have used as an alias).
Personally I think it was wishful thinking on the part of the children that their father died a hero's death. But it would be nice to know the truth. Has anyone come across Uncle Claud masquerading under another name, or have any brilliant ideas how I could find him?