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From Wikipedia, this suggests he would have joined his regiment in Johannesburg:

The Imperial Light Horse was raised by the British in Johannesburg on 21 September 1899 for service in the Second Boer War. Its initial strength was 444 officers and men. It was informally known as the "Reformers Regiment" as many of its officers served on the Reform Committee, or more commonly the Uitlander Regiment by the Transvaal Government and the Boer Commandos.[1][2]

Has the exact date been mentioned for Alan’s first military sign up?  Apologies if this doesn’t fit his enrollment date…

Canada “footed the bill” for an all-volunteer force - Canada paid for recruitment and transportation to South Africa.  The first contingent arrived in South Africa in November 1899.

https://www.warmuseum.ca/learn/dispatches/for-queen-and-country-canadians-and-the-south-african-war-1899-1902/#tabs

If Alan did sail from Canada c1899, perhaps he sailed with the contingent and that is why we have not found him leaving Canada?   

Alan was mistranscribed as Etton.  So was John Elton.  Were the errors on the original forms?

Is there a possibility that his name was actually Etton?
I wonder if he was trying to hide something and fibbed about Montreal?
Another possibility, was the family actually from a small town somewhat near Montreal? 
Alan married when he was in his 40’s.  I wonder if that was his first marriage and if not was he still married to someone else?

Isabel Campbell is my great grandmother. My great grandfather died in SA not long after Isabel's arrival and she was pregnant with my grandfather when she returned to the UK in December.

We only know that Alan existed because we have his medals alongside my great grandfather's (a civilian boar war medal). Him being married to my great grandmother came as quite a shock to my family. I can’t find any divorce records, so I presume they must have stayed married until he died? Despite neither of them seemingly saying anything and living on different continents.

Was the marriage a secret due to Alan possibly having another family - possibly in SA, Alan hiding something from his past, due to private reasons (that she didn’t want to tell her family) by Isabel, or for some other reason?  Having posed the questions, I would still bet that your great grandfather was a respectable man and quite possibly we just haven’t yet found Canadian documents.

Added:  perhaps Alan wanted Isabel to remain with him but she missed “home” yet didn’t want a divorce, hence their separate lives.

George Jones was born in Saltburn, England, 9 Aug 1870, per U.S. petition for naturalization.  So, perhaps this is the incorrect family.

Marriage record (Anc*try)
April 29 1896 - George Jones, age 25 (so born c1871) born England, married Emma (cannot read her full name)
George’s parents: John Jones and Eliza J Andrews

Still no indication that this is your John.