There is a short account of Royston's Horse in the book 'The Volunteer Regiments of Natal and East Griqualand' by Col G T Hurst (1945). If you pm your e-mail address to me, I will send you a scan of the page.
Thanks again Frank, greetings David. I have been to the National Archives website and there are some 167 boxes of data on SAMI in WO 126 - all undigitised. I suspect that a personal visit might be the best solution. I have been unable to locate information on Royston's Horse at the National Archives. Would these records be in South Africa?
There are eight files dealing with Royston's Horse in the Pietermaritzburg Repository of the SA National Archives. They date between 1906 and 1909 after the Rebellion was over and deal with issues such as payment to repatriate a New Zealander, compensation for the next-of-kin of a KiA and other such issues. None refer to Stephen Midgeley.