The simple answer is that I don't know - but in general due to the way confidentiality works, it is often easier to find records that are older rather than those more recent.
However I would have thought that a records of soldier's joining up for WW2, might think it worthwhile to note that this man had prior service.
I also found the following on National Archives, which seems to suggest that they have made 1M+ merchant navy records up to 1941 available online on Find My Past. Anyway, its another lead, but I would definitely browse FindMyPast first and see if they seem to have what you are seeking before buying any credits on FMP.
http://www.nationalarchives.gov.uk/news/618.htmand on the national archives page above there is a link to a merchant navy search page.
Strangely by coincidences, my grandfather was born 1906 and was British, and he was in the army in WW2, and yet we have recently found out that he also used to be in the merchant navy as well when he was aged about 12-15, 12 being the time when many people left school back then.
Regards
Neil