I’ve been looking at the part of the note, “made whips for the Prince of Wales”.
The London equestrian & leather goods company Swaine Adeney Brigg has held the Royal Warrant as “whip & glove makers” to the Royal Family since the early 1800’s and still holds it today. Queen Victoria awarded the company further Royal Appointments in 1883, so it would be logical that unless the Prince of Wales used another “none appointed” company at times, David Lennie probably worked for SAB in London. You could try contacting them to see if they have employee records from the late 1890-1900 period and if a David Lennie is listed.
If that draws a blank you could also contact the Royal Archives to see if the know if either HRH King Edward VII or HRH King George V had whips supplied from any other company in England or Scotland around 1900/1902 when they held the title “Prince of Wales”. For Edward VII that would have been until January 1901 when he became King and for George V from November 1901 when he became Prince of Wales.
Although the David Lennie who you’ve previously identified and served in the IY gave his occupation as an engineer, if he did work for the company it would also be logical for David Lennie to have enlisted in an Imperial Yeomanry Company from the London/Middlesex area, rather than Scotland or in South Africa. Just because he original joined a London area company, doesn’t mean he couldn’t have been attached to the Scottish Horse while in South Africa.