Hi there Maggie.
There's a good chance that your Great Grandfather may have died as the result of an accident or during training. I see that he died in October 1915 whilst serving with the 3rd Battalion, Royal Inniskilling Fusiliers.
At that time, the 3rd Battalion, which was formed in August 1914 as a Reserve Battalion, had been moved to Derry from Lough Swilly. Up to that point, they hadn't seen any overseas service.
It may be an idea to check the date of his death in the Belfast Telegraph around that date - this can be accessed at the Newspaper Library at the back of the Central Library in Belfast. If you don't have access, I can have a look next time I'm down.
Lest We Forget.
A.R.