Judy,
The photo is pre-1920. In the main Cavalry, Artillery, and ASC wore lanyards. At this period, in the infantry, generally the transport section wore lanyards as they worked with horses and were issued a clasp knife and lanyard. The one worn walking out, it almost became an art form of knotting it and blanco-ing it.
Well the Northamptons, and the Anglians (2nd Bn) there after have worn black since time immemorial... (well at least since Gen Wolfe died in the arms of a Northamptonshire Officer...)
:)I smell pork pies... Lanyards and stable belts, as a standard issue for all bayonets of a battalion, is a dress accoutrement that appeared well after the first world war, and a lang time efter General Wolfe hung his clogs up - and albeit not readily admitted to, was an idea borrowed from troops associated with equitation.
Hope this has been of use.
Aye
Tom McC