Although there are a number of W Bennett soldiers of various regiments who died during the 2nd Anglo Boer war 1899-1902, none served with the Gordon Highlanders.
There’s a W Bennett Private No V/47 who was a member of a Gordon Highlander’s Volunteer Service Company (part time soldier) no battalion mentioned. He received the Queen’s South Africa Medal with 2 clasps (Cape Colony & Orange Free State) for service whilst attached to the 1st battalion in SA. There are no remarks on the medal roll (ref WO 100/203) indicating he was a casualty of any sort.
The QSA Medal Roll for the Gordon's is freely available via the National Archives web site as very large pdf and also on Ancestry where a search for his name in the British Army Campaign Medal Rolls from WO 100, dates limited to 1899-1902 should throw up all W Bennett names in any regiment.
If he did serve in the British Army with any regular regiment and died in service of any cause during the Boer War or somewhere else around 1900, no service record will survive.
Boer war deaths can be found in the GRO index to Natal & South African Forces Deaths 1899-1902, part of the GRO’s Overseas BMD records, there’s a couple of online sources.
One free online source of Boer War casualties is John Dovey’s South African Roll of Honour at database at http://www.justdone.co.za/ROH/main.php?page=main
I don’t where records of the Volunteers can be found, perhaps the Gordon’s Museum can advise, see http://www.gordonhighlanders.com/
At least one of the casualties served in the Imperial Yeomanry (volunteer cavalry) but I didn’t check the full details to see if he served with a Scottish sponsored unit.