I know that sounds strange, but my paternal grandfather has been my family tree brick wall. I posted about him a couple of months ago in Which of your ancestors would you want to meet?
FindmyPast has updated their Outbound Passenger Lists to include up to 1929 and a quick search looks like I have found him making 4 trips from Liverpool to Lagos, Nigeria between 1922 and 1928. It time to buy some more credit and check the records.