The FCO is our Foreign Office so obviously it is in London, However I seem to have made a boob - can only say I was not up-to-date. The FCO apparently closed their Library in 2008 - the 13km of books got too much for them I suppose! However if you google up FCO Library Collections there is a note about "What went where?" On this list, which you can browse for yourself - as long as you have plenty of time - I did spot a "British Overseas: a guide to records of their Births, Marriages etc.", compiled by Geoffrey Yeo. It says this went to "FCO Historians" - if you google them it appears they are some sort of Historical Research unit still based at the FCO. I would be inclined simply to write and ask if they have the sort of record you are looking for, or where it might be, as the Library has been scattered through quite a lot of other institutions including the National Archives, and for some reason I do not understand, King's College, University of London. Anyway, as said. I did not search the whole list of "What went where?" so it could be worth your while to go through the whole list and see if you can find anything which is closer to what you want than the one item I found. Well, they say one finds something new everyday - that is my lot for today. Good luck.