My paternal grandfather had the surname Khan. His family lived in Aden Colony from (1839 to 1967). Some of his family are still there. My paternal and maternal grandmothers had the surname Kashmiri; they were sisters, and finally, my maternal grandfather had the surname Khan (Born Khan Pathan). He changed his surname due to conflicts with the Pathan people after the Indian Partition in Karachi, Sindh, Pakistan.
My family is ethnically from India (Paternal and Maternal side), Pakistan (Paternal and Maternal side) and Yemen (Paternal side). My family lived during the time of the East India Company from (1608 to 1874) and the British Raj from (1858 to 1947). As far as I know, all of my ancestors were Muslims who followed the religion, Islam.
I have already spoken to the older generations in my family and got all the information from them that they could remember. I also checked Findmypast, Ancestry, MyHeritage, and FamilySearch and found nothing related to my family.
Furthermore, I contacted the British Library and The National Archives in the UK and was told, "I am afraid that our records are mainly of Anglo-Indian, British, European Christians and native converts. We do not hold births, marriages and deaths for Hindus, Muslims etc."
If these records are not available in-person/digitalised online on other websites, then how do I research my family history?