Mossband is, of course, pretty close to the border with Scotland. The area south of the border is pretty sparsely populated, so if your relative was billeted nearby they are likely to be in Gretna or Eastriggs, and so won't be on the 1939 Register that we can see.
By the time of the Register the depot would already have been quite busy with munitions movements.
Was it the photo or the uniform which had HMS Victory written on it? What was his rough age in the photo?