One of my ancestors did the same. His name was George Ellis (1826-1907) and he was supposed to be guarding the convicts but jumped ship in Melbourne. He took the Regiment Cornet with him and that got him a mention in Trove. Then he changed his name to Bell. One of his daughters, Mary Ann Bell married Robert W. Carter, and they were my GreatGrandparents. Luckily another much better genealogist than I am and the GGgranddaughter of another of George's children traced his back and found a record of his jumping ship, in the Victorian Police Gazette of Army Desertions. He jumped ship in 1850. I'd look for records of Deserters both in the services and also in Papers and Police Gazettes of Melbourne.