After graduating from Sandhurst, Wavell was commissioned on 8 May 1901 into the 2nd Bn. Black Watch as a 2nd Lieut and was shipped out to South Africa. As far as I know he didn't participate in any of the great battles. The QSA roll would seem to confirm this as he received the QSA with OFS, TVL and SA 1901 & SA 1902 clasps. He was in India in 1903.