I think, but I wouldn't swear to it because I didn't record the URL, that I read somewhere over the past few days that there were no regular British cavalry involved in the Salonika Campaign, and that the mounted role was performed exclusively by the yeomanry.
Can anybody confirm that ?
If that's correct then the Pembroke or Glamorgan Yeomanry, as suggested by tonepad, appear to be the most likely.
I also think I read that in the Salonika Campaign some mounted regiments (or smaller units) swapped their horses for bicycles ! I'm sure that wasn't their idea.