Digby was born in 1895. He was the son of Digby Cayley and Beatrice Coddington. He was educated at Eton College. During the First World War he served in the Gallipoli campaign as a lieutenant and in France. He rose to the rank of Major. After leaving the army he became a Director of North British Artificial Silk Ltd. In 1939 he was living in Lancaster, Lancashire, United Kingdom. He passed away in 1965.
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