The costume in your photograph is a key clue to Peggy Pryde's repertoire, but definitively naming the specific play or song is challenging because she often reused or adapted military-style jackets for multiple roles.
Style: The jacket is a fitted, military-style tunic with large epaulettes and a distinctive pattern of braids (often called "frogging" or aiguillettes) across the front, mimicking a formal uniform, likely from a cavalry or hussar regiment.
Role: This attire places her firmly in the tradition of the Male Impersonator or Principal Boy, roles for which she was famous. These roles were central to British Music Hall and Christmas Pantomime.
Given the 1908 date written on the card and her known stage career, the costume is most likely for one of the following:
Principal Boy in a Pantomime: By 1908, Pryde was a veteran performer. This costume strongly resembles the outfits worn by actresses playing the title "boy" roles in major Christmas Pantomimes, such as:
Aladdin
Dick Whittington
Robinson Crusoe (as Crusoe)
She was a staple in these shows, and the opulent, military-influenced outfits were standard for these parts.
A Patriotic or Military Song: She was known for singing topical songs. The military jacket was a common costume for performers singing about the army or national pride, especially around the time of the Boer War (though that war ended earlier) or leading up to World War I. This costume could represent a character from a hit song like:
"The Boy in the Regimentals"
"My Soldier Boy"
A Standard Male Impersonation "Fop" or "Dandy" Role: While Vesta Tilley was the queen of the dandy/fop look, Pryde also performed "masculine" numbers. This uniform is a more robust, official version of a male costume than the simple dinner suits worn for other acts.