An important point about this "war" novel is that no actual warfare takes place. All we see is the aftermath – the trauma and the shell-shock, the ripples of damage to those who survived. The war had been over for five years when Mrs Dalloway takes place, and yet everyone is still deeply impacted by it. Many people had championed the war as a way to uphold the ideals of the British Empire and a way to make men out of boys. But with all of the life wasted, the feeling that the war was fought for all of the ideals of England becomes somewhat absurd. Septimus is the most damaged, since he fought in the trenches and lost his good friend and officer, Evans. He represents what happened to these young men who fought for the queen and for abstract ideas of duty. Septimus’ shell-shock is a shameful expression of how soldiers can become damaged from warfare and return as madmen instead of heroes.
If Evans had survived, Septimus would not have been as jaded about war.
The only characters who don’t seem touched by madness are the ones we don’t get to know well, which suggests that maybe we just don’t know them well enough to see it.