Peter
As all three Macrae's you mention served with the Canadian Expeditionary Force during the First World War, you might find it useful to visit the Canadian National Archives, which have their own website, as a point for your initial enquiries.
Unless they served specifically in the British Army, there is little chance of finding their records at either the PRO in Kew or within the UK.
You may, however, wish to try the RAMC Museum, particularly if Thomas Macrae served with a British Corps during the First World War.
Regards
Duncan
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