Here is an extract from Walter Frier's book. I'm not sure if it helps much, but at least the event is confirmed: -
CHIEF OF THE IROQUOIS
Later on, Chief Clear Sky revisited Glasgow, and as the representative of the various tribes which had units in the battalion raised me to the dignity of Sub-Chief of the Iroquois with the euphonious title of “Sa-Go-Wee-Hay,” meaning Chief Generous the Giver. One of my friends suggested it should have been, “Say-Go-Wee-Freer.”
There are two good stories connected with this visit. One night I was discussing with the purveyor what the men should have for tea. I suggested in fun to give them a Scotch black pudding.
That evening when the men sat down, each one of them found an unknown and rather weird article on his plate. Not one of them touched it. They looked at the pudding, then at each other, flabbergasted. It was necessary for me to address them and let them know that this was a peculiar Scotch dainty, but that they need not eat it unless they liked, as ham and eggs were prepared for them all.
Within three minutes of my stepping down every pudding, skin and all, had vanished, and next day they asked if they could have black puddings again!
The other story might have been something more than a joke. Among other places of entertainment which we visited was Hengler’s Circus. This the Indians enjoyed best of all especially the horses.
While Doodles, that very talented humourist and ring jester, was playing one of his interludes, he drew me into the ring and started to box me. To keep up the joke, Mr. Hengler and his manager, Mr. Milne, came forward in their most dignified manner and demanding what right I had coming into their house, gripped me by the shoulders and started to pull me out.
In a jiffy there arose a wild whoop from the Indians, who sprang to their feet and rushed into the ring to tomahawk Mr. Hengler and Mr. Milne! They let me go and, by making signs to the men, I was able to show them it was fun. But they were not very sure and kept me under watch during the remainder of the show.
These men, such splendid specimens in physique, suffered greatly in the theatre of war. I was appointed Vice-Consul for their province, so that when any of them came back on furlough they came to Glasgow.
One day I was advised that a splendid fellow called Gayflier, the private secretary to Chief Clear Sky, was lying ill in the military hospital at Govan. These men had no power of resistance to influenza. They were like the coloured American troops who came over later. Influenza killed them in dozens. In ten days Gayflier died, and was about to be buried with other unclaimed bodies, when, as Vice-Consul of the province, I claimed the body.
With a gun-carriage and a firing party of twenty soldiers, accompanied by several of the magistrates of the city, this youth who had come from the land of the sky-blue water was laid to rest in the land of the white faces.