When Henry Wood is describing how he was captured, he says that he was trying to deliver a message to General Neill's column. He is referring to General James George Smith Neill, 1810-1857.
Watson's line "Elementary, my dear Holmes" is a sendup of the famous "Elementary, my dear Watson", a phrase that never appeared in any of Conan Doyle's Sherlock Holmes stories. 'The Crooked Man' short story does however have Sherlock saying "Elementary" and "my dear Watson" in two separate pieces of dialog.
Dr Watson describes himself as a "former medical officer attached to the Royal Berkshires now in civilian practice." The Royal Berkshire Regiment was a line infantry regiment of the British Army formed in 1881. However, the regiment was only granted "Royal" status in 1885 after service at the Battle of Tofrek.
Major Murphy (Paul Chapman) wears the ribbons of the Indian General Service, Indian Mutiny, and Second Afghan War, indicating a career mostly in South Asia. This also means his service stretched back at least as far as 1858, the last year of the Indian Mutiny campaign. Since this story came out in 1893, that would put Murphy at about 55 years old assuming entering the service in his late teens / early 20s.