Hi Colin,
I'd agree, collection labels and similar seem to have been popular at the time. I tend to think most of these are contemporary to the time the pieces were collected - the only caveat being if the new owner obtained it from a reputable source, or was sold it off a street corner in Cairo as an "authentic" Omdurman souvenir.
I'm afraid my own collecting habits rarely tend towards events in the Sudan, so I don't have examples to show, but I think it's worth mentioning a lot of bring backs from military action were cataloged properly at the point of collection - for example the items in the Blair castle collection.
All the best,
Iain