Dear Kieron,
It's worth remembering that not all the soldiers at Chieveley were captured. Part of the story is Churchill helping in getting part of the train clear so it could return to Estcourt - it's a good story that you can easily find.
If your relation was a Dublin Fusilier on the train I can easily see how being part of the escort to the train could become bodyguard to Winston Churchill over the years.
Best of luck with the researches and let us know the results! I suggest you start with the Boer War medal rolls and look for R. Doyles.
Best wishes,
Justin