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Abraham Bailey, aged 38, an ex-soldier, appeared in a dazed and dejected condition in the dock at Newport to-day, charged with stealing a bicycle, the property of Thomas Stokes, and a boy's jacket, the property of Albert A. Davey, from 44, Shaftesbury-street. In consequence of the strangeness of the defendant's conduct he had been examined by the police-surgeon, Dr. Howard Jones, who said he thought the man was not in his right senses, and should be sent to an asylum. He had only recently come out of the asylum at Netley Hospital. Prisoner's sister had told the police officer who inquired into the case that Bailey had been in the 1st Lincoln Regiment, and whilst on active service in South Africa was wounded in the head. She believed that it had affected his mind ever since. - The Magistrates directed that he should be sent to Abergavenny Asylum.
Evening Express, 2nd September 1903

There is no A Bailey on the casualty rolls for the Lincolnshire Rgt, and the 1st bn did not serve in SA. There is an 6739 A Bailey 2nd bn - no papers exist unfortunately. His wounding could have been off duty.