As a resident of Pembrokeshire, a year or two ago I did a fairly comprehensive study of the first wave of the 30th (Pembrokeshire) Company 9th Battalion IY. The first wave 29th & 30th Companies went out together and returned together, arriving back in England in early June 1901. So if John Thelwell did serve in the first wave of the 29th Company, as suggested by the note on his attestation papers, before serving in the second wave of the 13th Company, he must have been sent home early. I have just been through the two medal rolls for the first wave 29th Company and there is no J Thelwell listed. If you wanted to reconstruct what the first wave 29th Company did in SA the Liverpool Daily Post of the day tells you – 3640 Trooper Harry Hind (a Birkenhead man) wrote home at length regularly to his parents, who passed them on to the Liverpool Daily Post who published them verbatim. Below I have reproduced the start of his penultimate letter home from the Liverpool Daily Post of 10 June 1901, it then goes on for nearly another column and a half! I did not pursue Harry’s letters any further because, although both Companies went out and came back together they did not stay together whilst in SA.
Btw a John Thelwell born in Wrothenbury also served in the Great War and his service papers can be found on Ancestry. He seems to have been passed around between 3 regiments before, after a couple of years of apparently home service, he was discharged as "medically unfit" suffering from bronchitis.