Skeletons in the cupboard

A few years ago I was tracing my paternal grandmother and couldn't find her birth under her maiden name of Naylor. However on noticing her marriage cert she had an additional middle name of 'Harvey'. It transpired that her father was in fact a Frank Harvey. She appears to have just added her step father's surname to her own and listed him as her father on her marriage cert.
Having then obtained her birth cert it states her mother was married to F Harvey, but I can find no trace of a marriage.
The cert states that Frank Harvey was a private in the Lincolnshire regiment and that is it. I have been to Kew but couldn't find anything that might link to him. he may have been in the second battalion as I have read they were posted to barracks in the Hounslow area in 1904.
Unfortunately I think this is going to be the end of the road as far as this search is concerned :(