"was killed during the Southern African War"

The "Southern African War" is the Second Boer War, or Anglo-Boer War (1899-1902), between the British Empire and the two Afrikaaner republics of the Orange Free State and the Transvaal.

The causes of the war are complex, but the principal issues were the enormously valuable gold mining industry in the Transvaal, under Afrikaaner dominion but operated largely by British and other "outsiders", and the British Empire's ambition to unite all of South Africa under British rule. 

The battle in which Steven's brother died might have been Paardeberg (18-27 February 1900). The British army suffered massive losses and the date became known as Bloody Sunday.