Centurion
Regarding Winchester rifles used in the Boer War, I recall seeing an article by the late Peter Labbett in the UK magazine Guns Review (1961 or so) in which he described the various arms used and he illustrated a Winchester 66 rifle as being captured from the Boers. Just now, I had a look to see if I still had that particular magazine issue but - unusually for me - I must have chucked it out. Given that there was a good market in the Republics for rifles and pistols in the 1890's, I would not really be surprised at any contemporary firearm captured/confiscated/surrendered from 1900 onwards. Actually proving a connection these days is quite another matter.
Regarding the carrying of personal small arms by British and Colonials during the Boer war, some Officers carried the Mauser M96 ("broomhandle") pistol in calibre 7.63 mm. It seems almost to have been a status symbol!
The owner had the option of clipping the wooden holster to the pistol's handle/grip and thus having a neat little semi-automatic carbine to fire from the shoulder. Limited effective range, of course - less than 100m in spite of the back sight graduations. The Boers also used the same type of Mauser pistol; a possible source of ammunition resupply on the veldt. A more experienced officer would, in my opinion, forsake the status symbol for the magnificent .455" Webley service revolver. Great close-up stopping power, fast to re-load and ammunition available upon demand.
Which brings me to the matter of Canadian private soldiers (i.e., other ranks of LSH, CMR, etc) taking personal rifles to South Africa. In those days, I suppose anything was possible; but what about resupply of ammunition? Where would a chap get .44"/45"-75 ammunition once his personal supply ran out? Not in the local store! Not really a practical option. Or get his Winchester repaired should it get out of whack? No option other than use the excellent Lee Enfield rifles or carbines on issue. And get used to the short arm-sling to get the rifle out of the so-called "cumbersome" rifle bucket in a hurry. I do think, however, that experienced Colonial soldiers would have been partial to the idea of packing a personal pistol or revolver in their kit for trekking. Private purchase/pinched/"liberated"/ what-have-you - and doubtless frowned upon - but useful.
To conclude an overly long email, I must comment that Winchester rifles and carbines were reportedly widely used during the various campaigns in Rhodesia in the 1890's. Right now, I cannot lay my hands on a reference to support the statement. This afternoon I will have a closer look.
Regards
IL.