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Looking for some help, EF Holden 1888 to 1902.

My great grandfather is a bit of a mystery, he ran away from home in the late 1800's and joined the BUFFS. As far as our family knows he was sent to serve in India. Later during the South African war, 1899 to 1902 he popped up in South Africa.
Our family knows very little about him, all that we do know without a doubt is that Edward Fredrick Holden ran away from home and never returned.
When my grandfather was alive he mentioned that my great grandfather served as a staff sergeant with the Buffs in the Punjab and then later with the East Griqualand Mounted Rifles during the South African War. However the question remains if he did serve with the Buffs in India then how could he have come to serve in a Colonial Regiment in South Africa?