The picture is a little confusing. I can find no evidence of when he enlisted,
but if we assume that he volunteered and joined up in Dumfries, this might have been in the King's Own Scottish Borderers which is where he ws allocated the number 2902, around the Autumn of 1914 through to Feb 1915. He was therefore either part of the 2/5th or 3/5th Battalion KOSB. Neither of these battalions left the UK and their manpower was used to reinforce other units. [This part deleted in light of the information given by Neale below]
We know he was was overseas (due to being awarded the British War and Victory Medals), so he must have transferred to the HLI at some stage after completing his training. One of the references on FindMyPast mentions him as being in both the 12th and 18th Battalions HLI. However I don't think he went to the 12th Battalion (or at least not for long) because
there is a record of another man named Private David Craig who was in the 12th battalion (and incidently who died in August 1917) with the number 41973 and I think it highly unlikely that there would be two men in the same battalion with the same number. The second, and slightly less persuasive, reason is that the 12th HLI deployed to France in July 1915 and if he had been with them he would have been awarded the 1915 Star which we know from his medal card he did not receive.
If my reasoning is correct then he was part of the 18th HLI. The 18th (Service) Battalion (4th Glasgow) landed in France as part of the 106th Brigade in the 35th Division in February 1916 for service on the Western Front. Interestingly the battalion was formed as one of the
Bantam Battalions. Do you know if Nathaniel was particularly short, that is to say, between 5ft and 5ft 3 inches? I can find little information about exactly where the 106th Infantry Brigade was employed, other than they took part in the battles of the Somme and Cambrai (1916) where they suffered heavy casualties.