I don't know if his death certificate has been obtained but it will help by giving a date, cause and location of death which would help narrow the search down.

Between Jan-Mar 1915 the death of a Arthur J. Prior aged 32 was registered in Lewisham, Vol: 1d Page: 1733.

If that is the same Arthur Prior then it he probably died between December 1914 and March 1915.

According to the internet the first London Zeppelin raid was not till 31 May 1915.

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