Are you sure the date is his date of death and not perhaps the date of the Will?
There's a record for a Frederick Herbert Gough, born c 1862 Hartswell (sic) Staffordshire. (probably Hartshill Nr Stoke-on-Trent)
No 45147, Served in Coast Brigade Royal Artillery, discharged to 1st Class Army Reserve May 1895, discharged at end of 1st period of service (12yrs)Nov 1896.
Joined section II reserves for 4 yrs Nov 1896, absent June '99 rejoined Dec '99 permitted to reside in South Africa Feb 1900 - finally discharged November 1900
Ref WO 97/2906/42
No record of anyone of that name who died and listed in the GRO index to Natal & South African Forces Deaths 1899-1902 or on John Dovey's South African Roll of Honour web site that records many other SA Forces deaths.
If he died in SA on the date you suggest then you will have to apply to the SA Archives for a death certificate.