Mauser C96s seem to have been very popular with the Brits - Churchill used one in SA.

However, I find the C-96 to be somewhat awkard and has a few sharp edges that don't feel great under recoil. (A friend with smaller hnds said he didn't notic the two sharp edges when shooting my C-96)

As a carry gun around 1915 or later, I would opt for a 1911 or, second best, a big Colt DA 45. The 1911 is easier to carry, reasonably accurate, & with spare mag, enough gun to keep someone comfortable.