Hmmm - thought I was being tardy!
Think it was in one of the Lost Voices books that there's an account of a young man who was in civvies before the SWBs were issued and he was duly handed a white feather - he proceeded to use it to clean his pipe and then politely handed it back, saying something like "wonderful - we didn't get many of those at the Front", though of course he was mortified and seething.
I suspect the SWBs were easily lost. And of course all they have on them is the issue number, unlike the medals (and yes, you're very lucky to have inherited the trio).
I'm sure you'll get some help with his movements, but I would think India is a distinct possibility - a lot of regiments were there: I believe it also counted as Home service. The Pritchard in my signature was out there in 1911 and also entered theatre in early 1915.
I've had a look round to see if any service papers have survived, but you probably know that they took a direct hit in WW2 and around 70% were destroyed. Unfortunately, they seem to have kept all the records together and so you're unlikely to have much luck. I've tried FMP which sometimes holds otherwise unavailable records, but nothing that I can find.
Really, you're very lucky to already know so much.