Answer: Theatre was never a reserved occupation despite some calls for it to be made so (usually from entertainers themselves). Having said this, there was quite a debate as to whether theatrical types would make good soldiers (detractors said they were likely to be too sensitive and not `manly’ enough…). If you read through stage magazines like The Era or The Stage it becomes fairly clear that not every actor of military age enlisted – or was required to enlist. Possibly they had health exemptions but it may also be a reflection of the fact that we assume that every man of military age was called up and this may not have been the case.
Edward Compton was quite a famous figure. He ran his own company with his wife but reputedly would only do period drama. This was because he was bald and would only perform if could sport a periwig.
I have done a quick check with the British Newspaper archive online http://www.britishnewspaperarchive.co.uk/ and the company does get mentioned in a number of papers which might help to plot their tours around the company e.g. in Feb 1915 they are in Sunderland.
Compton himself died in July 1918 and notice appears in The Times.