The Anglo-Boer War Museum Archives, Blomfontein, has a number of songbooks, including unpublished, that might help with the earlier history of the song.
University of Praetoria, Gray, A-M (2004)

The fabled march to Praetoria by Lord Roberts, foot soldiers against mounted Boers, was a futile exercise.
There were a number of songs about the march; sheet music title pages of some English compositions are shown at this Canadian website:
www.goldiproductions.com/angloboerwarmuseum/Boer93o5_sheet5_canada.html

-Roberts Marching through Praetoria
-Praetoria March
-March to Praetoria
-Quick March (for Lord Roberts of Kandahar)
Also
-The Transvaal March
-The Mafeking March (for Robert Baden-Powell)

"Marching to Praetoria" also has alliance to "Soldiers of the Queen."