SWEDEN: OLSEN Sweden to Hull-help needed

[North Country Boy]

I have come to a brick wall whilst researching my g-grandfather.
My g-grandfather was Albert Edward Olsen who emigrated to Hull from Sweden sometime before 1906. The reason I know this to be true as in his obituary in the Hull Daily mail in 1933 it is stated that he worked for the LNER from 1906.

I have visited the National Archives and it appears that he never applied to be naturalized. He does not appear on the voting register in Hull until 1914 and then only appears on a sporadic basis until his death in 1933. I was told by the staff at the library in Hull that he could not have been eligible to vote unless he was naturalized - is this true?

There is some brief info listed on the family search website (The Latter Day Saints archive) pertaining to his birth in Sweden.

To confuse the matter, his four son (Alan Olsen) joined the British Army in 1932 and stated that his father was British by birth.
Any help, info or guidance will be gratefully received.

Many Thanks

Ian