If you have a brick wall in your research, here is a tip that may make a small hole in the wall.
You probably already know about looking a siblings of a direct ancestor – researching them may give a clue about your direct ancestor. Have you checked in the pension files of the siblings?
Pension files usually contain some bit of family information. And, the information may be about a sibling of the soldier. I was searching the file of the sibling of an ancestor, and discovered that my direct ancestor had given an affidavit about the health of his brother. And, the affidavit mentioned where my direct ancestor lived, and the father of the two brothers! What a find!