On the outbreak of the First World War, as a captain in the 1st Battalion Irish Guards, he was due to sail with his men, but was taken ill and had to be replaced.

[5] Months after he and Vera divorced, Delves Broughton married Diana Caldwell in Durban, Natal, Union of South Africa, on 5 November 1940, and the couple moved to the Colony and Protectorate of Kenya.

Delves Broughton claimed that two of his pistols, a silver cigarette case and 10 or 20 shillings were stolen days before Erroll's death (Superintendent Arthur Poppy, a senior officer in the Kenya Police, claimed that Delves Broughton had stolen the guns from himself to give the impression that he had no .32 pistol at the time).

On 11 May 2007, The Daily Telegraph writer Christine Nicholls described taped evidence she claimed was definitive proof that Delves Broughton killed Erroll.

The inquest recorded a verdict of suicide while the balance of his mind was disturbed, in relation to illness following a back injury from a fall, the official reason for his return to England.