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In October 1899 the corps was embodied, and, according to General Forestier Walker's Distribution State of the 26th, 498 were in Cape Town and 98 were at Fraserburg guarding the railway.  Later on the corps, recruited up to 1000 strong, was on the line between Cape Town and De Aar.  Afterwards it got an opportunity of moving to the front, where it did excellent work.  As has already been stated under the Cape Town Highlanders, a great many officers and men from all the Cape Colony Volunteer battalions joined the different irregular regiments, because it was seen that this was the surest method of getting quickly to the front.  In November 1900 five officers of the Duke of Edinburgh's Volunteers were serving with Kitchener's Horse.

Early in 1900 a detachment of the Duke of Edinburgh's Volunteers were taken by sea to Walvis Bay in consequence of its having been reported that a force of Boers were working through the sparsely inhabited parts of German South-West Africa to attack the British port.  The projected attack did not come off.  All through the campaign much unostentatious but responsible work of this kind was cheerfully undertaken by the Cape Colony Volunteer battalions.  When Sir Charles Warren was appointed Military Governor of Cape Colony, north of the Orange River, on 26th April 1900, that district was in a most disturbed state, the rebel Dutch aided by some Boers having the ascendancy.  Sir Charles Warren had consequently to undertake numerous operations in order to regain control over this very wide district.  This was absolutely necessary if the safety of the Kimberley line was to be maintained.  In his despatch of 29th June 1900 Sir Charles stated that on 21st May he occupied Douglas, and that his next objectives were Campbell and Griquatown.  He began to concentrate at Faber's Put on 27th May, but his advance was delayed by his having to wait for a convoy, which came in on the night of the 29th.  His force then consisted of four and a half companies Duke of Edinburgh's Volunteers, the 23rd and 24th companies Imperial Yeomanry, a small detachment of Paget's Horse, four guns 'E' battery Royal Canadian Artillery, and a small body called Warren's Scouts.  Before dawn on the 30th the camp was attacked by the enemy from three sides.  Creeping up through bush, they occupied some gardens and other positions in the darkness, from which they stampeded the horses by fire at close range, and also poured a very heavy fire into the camp.  Fortunately the troops were astir when this fire broke out.  It was after reveille, but daylight did not come till after six o'clock.  The advanced pickets held their ground well; indeed, the whole of the troops behaved splendidly.  Two companies of the Volunteers moved out on the eastern side and drove back the enemy; another company in reserve acted, in the words of Sir Charles Warren, "with all the steadiness of seasoned troops".  After about an hour of fighting the attack was repulsed, the enemy having lost heavily; indeed, their loss was so severe that the rebellion suddenly collapsed.  The losses of the Duke of Edinburgh's Volunteers were Colonel Spence, Sergeant Orchard, and Private Cheverly killed, and four men wounded.  Colonel Spence was killed while sitting up to direct the fire of his men.  As to him Sir Charles said, "I regret very much the loss of Colonel Spence, a most gallant and efficient commanding officer".  Sir Charles also mentioned Major Lewis, Captains G Twycross and W Simpkins, Lieutenants W Prince and B J Thorne, and Sergeant Major Pearson in charge of the maxim.

In 1901, and until the close of the war, the regiment was chiefly employed in the west of Cape Colony, about Griquatown and Daniel's Kuil; and although very frequently engaged and suffering some losses, they seem always to have done well, often in difficult circumstances, as when they had to take convoys or to guard posts very far from the railway and the main force of the army.  While in Griqualand, throughout part of 1901 and 1902, the corps had to observe great watchfulness, and be ever ready for surprises.  The enemy did not leave the posts—such as Griquatown and Daniel's Kuil—unworried, and casualties were frequent.  A portion of the regiment was in the Port Nolloth-Ookiep district in 1902 when the enemy developed considerable activity in that neighbourhood.  One detachment of twenty, which held a kopje near Arrenons, made an excellent defence when attacked on 15th April by a strong force.

In addition to the names already given as in Sir C Warren's despatch, the regiment gained the following Mentions:—

LORD ROBERTS' DESPATCH: 2nd April 1901.—Major J Lewis, awarded CMG.  Captain W V Simkins; Captain Prince.

LORD KITCHENER'S DESPATCHES: March 1901.—Lieutenant Cullum.

8th July 1901.—Lieutenant G C Cullum, for his defence of Daniel's Kuil in January 1901, when by his forethought and organisation he kept off very superior numbers.

8th August 1901.—Captain G S Pearson, for prompt action and enterprise in capture of Boer laager in Griqualand West, 2nd August.

23rd June 1902.—Captain W F Gregory, Lieutenant Charrington, Quartermaster Sergeant T H Bassett, Company  Sergeant Major W Cotton, Sergeant H H Saby, Lance Corporal A N M'Leod

The 2nd Battalion was known as the Colonial Light Horse 

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