Many Manx joined or were conscripted into the services in 1914/8 war - there are only two Stephensons I have mention of in the Rolls of Honour - one a Charles Stephenson of Douglas who died and a canadian forces Stephenson (for some reason the Examiner Annual dididn't appear to give any initials) who was decorated - there may well be many references in the now digitised newspapers (which it is strongly suggested will be online sometime this year but on a subscription basis) that might supply information - otherwise the military information would be held by the country whose forces he joined (eg most would be in UK National Archives but significant amounts of Manx born emigrants joined their National forces to fight for the 'Motherland'.

A brief note on DNA - the Manx DNA is based on the male Y chromosone - thus your son carries any markers provided by your husbands paternal line and not your Manx line - to test this you need to test your uncles on your father's side and their male offspring.

I've suggested a possible tree for your Stephensons, the Gells are a bit trickier as there are a couple of contenders and you would need research these to weed out non-contenders - re photos of the old + now demolished Jurby school I also suggested that you contact the Manx Museum library@mnh.gov.im - to research their time at the School would require personal research in the archives at the Museum - the Museum has a list of researchers who will do this for a fee (I am not one of those) - as some of the children were baptised in Maughold I suspect that they may have briefly taught at one of the several schools in Ramsey - again it is possible this was noted in the newspapers otherwise a search thro the Museum holdings of Education Committee minute books might help