As you appear to be in Australia, I assume that you contacted the PRO direct? If that is the case, they might have been economical with the actualite! My understanding is that a large chink of the records was destroyed - but not everything and the PRO is coming to the end of a large microfilming programme of anything that survived. There might be a report on the web - look for WO363 - the Burnt Records (I think). A privately employed researcher might be able to identify whether your relative's records have survived or not. The PRO, IMHO, might just run a swift check and say "no".
Cannot help you with the Regiment - try www.cyndislist.com.