thomas budden-foot regiments in west indies

[queenswood 1]

I am trying to build a picture of Thomas Budden, born 1793 in Dorset who was a soldier and served in the west Indies, marrying Jane who was born in Dominique and returning to settle in Pimperne, Dorset around 1832/34. Does anyone have details of the movements of the regiments from Dorset to this area of the West Indies during this period? Also any record of Thomas's birth would be great or any idea how I can ascertain the surname of his wife Jane, born in the west Indies, and who he married prior to returning to England?
Many thanks
Caroline