Born on 9 August 1881 in Stoke Damerel, the son of a bank manager, Stephenson worked for the Post Office on leaving school, becoming a telegraphist. In 1900 he left for South Africa, working his passage as a stoker. He began work for the postal services in Cape Town, but enlisted in the Imperial Light Horse. Rising to the rank of Seregeant, he was demobilised in 1902. He moved to Rhodesia, again working for the postal services. He became a Squadron Sergeant-
He returned to England in 1915, being commissioned into the Devonshire Regiment. He was transferred to the 9th Kings Own Yorkshire Light Infantry, knowing the unpopular CO Colmer Lynch. He won the MC at Loos rescuing a wounded soldier under fire. He became Major 2ic in April 1916, but was wounded by shrapnel on 1 July 1916. ‘Steve’ was then transferred to the 16th Royal Scots.
After the War he returned to Rhodesia and was appointed Commandant Northern Rhodesia Rifles, 1919-