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The 6th Manchester Regiment volunteered for service again, just after Major Bayley returned to England in January 1902
newspapers.library.wales/view/3806340/3806347/103/

They only left for South Africa mid February 1902. Major Bayley could have perhaps made sufficient recovery for him to return.
Evening Express Friday February 14 1902 Page 2

Returning home September 1902
Evening Express and Evening Mail Monday 29th September 1902 Page 3

There was a Maj A H Baldwin returning on the 7th of September 1902 , perhaps another spelling mistake by the papers ?

The Guelph left for England Sept. 7 with the following on passage home:

6/Manchester – Col. C.D. Leyden, Maj. A.H. Baldwin, Capts. B.W. Pigott, W.L. Beales, J.E. Lamb, L. Johnstone, T.M. Greer, P.E. Hohnson, Lts. G.H. Ernen, R.A. Packham Bullard, A.A.P.R. Stuart, C.H.S. Vaudrey, B.M. Carrell, A.G. Moore, C.E. Roberts, 2/Lts. H. Gillios, W.H. Holroyd-Sergeant, H.J.F. Wallis, H.Y. Purcell, Lt. & Qm. M.H. Connery and 623 men

London Times 12/09/02 (Friday)

If he did contract enteric fever in late 1901, could that have been a factor in his death, I wonder? Would an expert revolver shot be so careless as to slip on steps and shoot himself in the heart?

ResearchRescue wrote: There was a Maj A H Baldwin returning on the 7th of September 1902 , perhaps another spelling mistake by the papers ?

The Guelph left for England Sept. 7 with the following on passage home:

6/Manchester – Col. C.D. Leyden, Maj. A.H. Baldwin, Capts. B.W. Pigott, W.L. Beales, J.E. Lamb, L. Johnstone, T.M. Greer, P.E. Hohnson, Lts. G.H. Ernen, R.A. Packham Bullard, A.A.P.R. Stuart, C.H.S. Vaudrey, B.M. Carrell, A.G. Moore, C.E. Roberts, 2/Lts. H. Gillios, W.H. Holroyd-Sergeant, H.J.F. Wallis, H.Y. Purcell, Lt. & Qm. M.H. Connery and 623 men

London Times 12/09/02 (Friday)

No, that is Anthony Hugh Baldwin killed Gallipoli 1915.

From Hart's Annual Army , Militia and Yeomanry Cavalry List 1902 Pages 904 and 905 for the 6th Battalion

Lists Major A H Bayley and Major A H Baldwin

The 6th Battalion, Manchester Regiment, which is chiefly recruited in Manchester, will go under canvas at Altcar Camp on the 18th June for the annual training of twenty-seven days. The battalion, which is well up to its establishment, is commanded by Colonel H. A. Johnson, with Major A. H. Bayley second in command.

Manchester Courier, Tuesday 22nd May 1906

So he's unlikely to have been affected by enteric fever at the time of his death if he was still a serving officer.