Serbs have no middle name.
If written like that,
MILAN ČEDOMIR SAVIĆ
stands for
first name MILAN
son of ČEDOMIR
surname SAVIĆ.
All military records are in the Military archive in Belgrade, Serbia:
http://www.isi.mod.gov.rs/vojni_arhiv02/index.php?lang=enfor POW records contact International Tracing Service - ITS :
http://www.its-arolsen.org/en/homepage/index.htmldigital library of WWII in Serbian and other languages, where there are books available on specific areas, events and military army units with lists of soldiers, casualties and those that were captured:
http://www.znaci.net/Serbian Genealogy Society SGS " Rodoslovlje"
http://www.rodoslovlje.com/en