Do you think Jim Macpherson came back from the war? How do you know this?

No, Jim Macpherson never came back from the war.
In the sello- taped notepaper it was written that the letter was Jim's last letter. Connie Macpherson did not receive any letters from him. It indicates Jim Macpherson's demise. The incident took place around the earlier part of the World war I in which the Germans had been victorious which implies the defeat of British and the demise of Jim Macpherson.