In 1938, following the German occupation of Czechoslovakia, Marshall volunteered for military service with a British reserve unit, the Straits Settlements Volunteer Force. He was assigned to "B" Company, 1st Battalion (1SSVF) – a company composed mostly of continental European expatriates. He was detained briefly by military police after objecting to the fact that he and other volunteers classified as "Asian" were paid at half the rate received by "European" members of the SSVF.