Taken from this site.
Your man is definitely mentioned. But not on nominal roll with Smail which accompanies the Border Mounted Rifles section. I hope someone can help you with your quest.I will have a delve into Ancestry in more detail when time permits.
On 1st trawl, it looks like AJ Small was not present during the Boer War. I can only find him pertaining to the 1906 Natal medal. Wish we had a 1st name Jim.
You only live once, but if you do it right, once is enough.