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From the 'Chelmsford Chronicle' 27th July 1923:

Suggest this man served in the Royal Horse Guards and then in the Imperial Yeomanry!
Interestingly, there is a set of IY papers for an Edward Gillman that fits, but, these show original service with another cavalry regt, he might have transfered I suppose.
The medal rolls are rather clearer though because of the date of the newspaper.