There are a few files relating to Lumsden's Horse in the files of the Indian Digital Archives. I am sure a search there will bring up some new information. I just searched "Lumsden" between 1899 & 1902. I have appended a few.
Casualties Among the Troops of the India Contingent Serving in South Africa
Procedure to be Observed in Affording Relief from the Royal Patriotic and Other Funds to Indian Followers and Members of Lumsden'S Horse Disabled in South Africa and Also to the Families of Indian Followers Dying on Service in That Country
Organisation of a Corps of Volunteer Mounted Infantry for Service in South Africa
Powers of the Government of India to Raise and Contribute Towards Cost of a Force of Volunteers for Service Out of India
Acceptance by HD the Viceroy of the Hony Colonel of Lumsden'S Horse
Decision that the time spent by Mr. F.M. Clifford in South Africa with Lumsden`s Horse should not count as an interruption in his service towards privilege leave.
Looking for Salutries, Salootries and Veterinary Duffadars.
I collect primarily QSAs to Indian Recipients.