Ha. Hadn't realized it was the op.
Op, security threats again the military are fairly standard. Not saying you are anything more than some women he chatted up in a bar somewhere (or got pregnant on a one night stand, to be fair it happens all the time and we've had loads of threads on here) but there's no particular guarantee that you aren't just another anonymous nutter with a grudge or deep political leaning. 
Fwiw, I picked up a hitch hiker who was claiming to be a marine trying to get back down south from Liverpool. I spent several hours in the car with him, and he seemed entirely legit, he even told me about his 'cousin' who was serving as well, and in the same regt as dh. Turned out that dh was his cousin's best man. (he asked me if we knew x, and showed me his business card, and introduced him as his cousin. Small world. I couldn't get over the coincidence. It was, like, 3am.)
Anyway, I dropped him off at Reading Services about 6am with £20 for breakfast, and told him to get it back to his cousin, who would give it us back when he saw us. (I may be daft, but I wasn't telling him my full name, or where I lived)
A couple of months later, dh's mate and family came round for Sunday lunch, and I asked him if his cousin had given him the £20 for me.
He hasn't got a cousin.
The guy (who probably wasn't even a marine at all) had been picked up as a hitcher by dh's mate, as well. who had also given him money and a ride, and his business card so that he could send the cash back. This bloke was clever enough to probably have a raft of cards in his back pocket and to know them thoroughly enough to be able to use them as plausible evidence with anyone that picked him up. Clever chap.
People aren't always what they seem. You, an innocent mner, him, a 'marine'.
Sure, go ahead and try to track him down.
It could end well.
I have to say I've been a lot more suspicious, even of folk who seem to be bona fide military, ever since. Most of the people I meet in a bar who tell people they are military are nothing of the sort, of course (unless they are particularly stupid). The real ones will usually spin you a line involving insurance or deck chair sales, unless they fancy a shag.