Find Ancestors

Does any one have any advice or experience about tracking down ex-service men or ex-prisoners My great grandmother Mary Lillie Wightman (born 1871, Wickham Market, Suffolk) married John THOMPSON (aged 21 on 29/06/1895, Colchester, Essex). On their marraige certificate John THOMPSON is described as a PRIVATE with the Royal Liverpool Regiment resident at CAMP). I am presuming "camp" to be barracks in or around Colchester which has historically been a military town. Following their marriage no trace can be found of either John or Mary. Could they possible have emigrated? On the Marriage certificate John's father is named as Thomas THOMPSON - Mason. I am not aware of where he came from. Mary had a child (my grandmother) out of wedlock the year prior to this marriage but it is not yet proven who the father was. It may have been John's but I have my doubts. My grandmother was brought up by other family members which suggests that she may not be John's daughter. The only John THOMPSON I have been able to trace of similar age to John is on the 1901 Census. This John THOMPSON described as single??? and was a prisoner at Warwick prison. Could this be the same John THOMPSON and why was he in jail. (Was he an army deserter perhaps or confined for other reasons). If anyone has information on Ex-military or prison records that would be very much appreciated. Thanks