Going back to WWI medals, was there not something called the Territorial Force Medal? The ribbon looked a bit like the 'Kenya GSM' with black and gold in it.
The Territorial Force War Medal is the scarcest of the WW1 campaign medals (
pace langleybaston 
), only c 34,000 were awarded. It was only awarded to those members of the Territorial Force who served on active service up to 30 September 1914. It is not possible to have this medal and the 1914 Star, the two are mutually exclusive.
Incidentally the 'Kenya GSM' you refer to was the Africa General Service Medal, which, prior to Kenya had last been awarded for the Nyasaland campaign of 1915, a record gap between clasps on a British campaign medal.