Having extensively searched the Brompton cemetery, I can definitely say he is not buried there.
Lord William Beauchamp Nevill died at 37 Onslow Gardens in Kensington. This was the closest cemetery.
There was a requiem mass held a t the Brompton oratory, however there are no burials there. The archivist father McHardy has been helping me though to revisit this potential lead and has found at least a mention in their records .
prior to this it was believed all the records had been destroyed in the second world war