Try
http://www.nationalarchives.gov.uk/catalogue/researchguidesindex.asp
UK Public Record Office Online Catalogue
Search for records, which can be viewed at Kew.
Also look up the Free Birth Marriage Death Index for Great Britain
FreeBMD Home Page
Look at census records for 1901 or even look at 1891 to find any Donovans in Croydon that you can cross reference which with the British laws of 100 years for release, are the only census records you will find until after 2011. Only 1901 was put online, and it can take time, so the alternative is to find a local Family History Centre of the Latter Day Saints and view a microfilm version. No instant finds, only time will find them with the minimal information you have put here. Once you have more information, you may be able to find out more, particularly if you have their service number. I am not as familiar with the process for obtaining the British military records regarding family connections when they have been deceased for over 20 or whatever the British equivalent is for years before they can be released. Good Luck.