[Ger-Poland-Volhynia] Passports or Identity Papers

[GVLESS at aol.com]

I was wondering if my husband's father (who immigrated to U.S. 1903) might  
have had something else besides his Confirmation certificate for identification 
 when he went through Ellis Island.  We have always assumed this as his only  
identity paper as nothing had ever been found in the family's records after 
his  death.  Family story has it he was "escaping" out of Volhynia because he  
was of draft age and didn't want to serve in the Russian  military.  His 
brother, Erdmann who was in the military, and home  on leave also made his "escape" 
the year before.  Could these brothers have  arrived here without papers - 
except for what we know of my husband's Dad having  his Confirmation paper?  So 
far also I have not been able to locate a  record of immigration for Fred Less 
thru Ellis Island either.  A lot of  Less names are there but none of a Fred 
(or Friedrich) Less.  I found a  record of Erdmann and his family arriving in 
America through Halifax.   I have the naturalization papers that does say that 
Fred Less  came thru Ellis Island and gives the date and even a ship name 
(but  undoubtably not spelled right).  Fred Less could have forgotten some of the 
 details perhaps when he filed out his naturalization papers a few years  
later.  Did one have to have identity papers for naturalization?   These are some 
questions I have had as I researched for more proof of my  husband's father's 
existence in those early years.  Fred Less was born in  1884 and confirmed at 
the Warwarowka church in Volhynia in 1899, according to  the Confirmation 
paper.
 
Any thoughts on this would be appreciated.
 
Virginia Less