Confused. Have been trying to find the 1879 military record you mentioned. Has taken a while, as it seems to be under a John McKay (no other forename or initial), of Glenarm rather than a William John McKay, with NoK his cousin, Sarah Kelly.. Do you believe John is same person as William John McKay?
*Added, I see that the 1911 census does have a John McKay, Glenarm with a wife Lucy, so is this your chap and why you believe William John and John are one and the same? Is he also the 1947 death in Gosport, Hampshire under John W McKay?