Should be in the LG if commissioned. I don't think that there are any exceptions to this, even early New Army commissions awarded by Lord Lieutenants and Mayors and such eventually were gazetted formally. Well there might be one exception, which I would have to check, and that is Geddes' appointment directly as a MG and later as a Vice Admiral. Which incidentally, if that's promotion then I'm all for it!
Dangerous assumption No1 from me is that Geddes was a volunteer, the most probable context is the South African War. Now the best site that I know of for the imperial volunteer forces is: Index of Volunteer Units
No "Nairn Tal Volunteer Rifles" there. I did vaguely wonder whether it could have an LG typo (horror of horrors) - after all Nairn Tal, maybe that should be Natal? But no Natal Volunteer Rifles, though plenty of other Natal units of course. More to the point, Eric Geddes does not appear in the consolidated roll for all the units in the WO127 list - although there are some units still to be added, none of them come close to your unit name from the LG.
So, all I can otherwise think of is the 1st Nairn Rifle Volunteer Corps, raised in the 1850s-60s... but cannot explain the Tal unless some very very odd hypocoristic for Territorial... and in any case the Nairn RVC seems not to have survived in a recognisable/gazetteable form after the 1881 territorial reorganisation when I presume they disappeared into the the Volunteer Bn of the Queen's Own Cameron Highlanders.
I apologise for firing the starting gun on this one...I only meant to use Geddes as an example of how comprehensive gazetting was, as a source for officers commissioned in WW1. The Naini Tal thing is useful too. In the 1859-1880 period anyone who was anyone joined a militia, so to find Geddes had been a subbie in one was not unusual per se. His later "military" career is of course far more interesting, if you are a "Peter Barton" type student of the behind (or under) the lines type stuff!
One late veteran's granddaughter is convinced that her grandfather was awarded the VC during 1917 for some super-secret mission which meant that the award couldn't be publicly gazetted and writes to a variety of distinguished historians on a regular basis urging them to expose the fact that her dear old grandpa was a VC winner.
The old chap in question, on the other hand, maintained until his dying day that he had a relatively uneventful war as a gunner; it seems someone in the family started the hare running that he was a VC holder after the old boy died, and the poor grand-daughter was taken in completely.
So as well the world having its fair share of walts, it appears that there's also an array of familial walting going on- Walthausen's-by-Proxy syndrome, I suppose.