 He spent the first two years of his life living in Woolwich, then from 1880 he lived on the Island of Malta where his father was serving as a Brigade Surgeon with the Malta Garrison.His younger sister, Ethel Frances Davidge, died of diphtheria on 8 October 1884 while the family were in Malta.They returned to the UK to live in Portsmouth in October 1885 when Guy was aged seven.