There has been a development with my enquiry. The letter was written by Captain E O Wathen (not Walters).
The Army List of 31/12/1919 has this to say about his ABW service:
His regiment was the 5th Lancers
Operations in Natal including actions at Lombard's Kop, Defence of Ladysmith (slightly wounded 22 Dec), including sorties of 7 Dec 99 and action of 6 Jan 00 (slightly wounded). Operations in Natal Mar-Jun 00. On Staff. Operations in Orange River Colony May-29 Nov 00. Operations in Transvaal Apr-May 02. Operations in Orange River Colony 30 Nov 00-31 May 02. Despatches LG 10 Sept 01.
QSA 3 clasps. KSA 2 clasps.
(He was awarded the OBE in WWI, and retired as Major.)
It appears that he was in Ladysmith on 19/9/01 and 3/2/02 when he wrote letters to the Inspector, Estcourt District Police, about 'secret' matters, so it is odd that on these dates he was recorded as being in the ORC.
I would be grateful for any additional information about this man and his activities.
Brett