HERE IT SAYS YES ON A FRENCH LEGION SITE
http://www.kinaa.com/legionetrangere/celebre.php
HERE IT SAYS HE MADE IT ALL UP
http://www.coleporter.org/bio.html
Career and Travel
His first Broadway show was See America First, which was a 1916 flop despite the social luminaries in the early audiences -- a feature of hiring Bessie Marbury as theatrical producer. It was described by the New York American as a "high-class college show played partly by professionals." Cole later claimed to be in hiding after the failure of the show but he actually was prominent in the New York social scene and continued to live at the Yale Club in New York.
In July of 1917, he set out for Paris and war-engulfed Europe. Paris was a place Cole flourished socially and managed to be in the best of all possible worlds.
He lied to the American press about his military involvement and made up stories about working with the French Foreign Legion and the French army. This allowed him to live his days and nights as a wealthy American in Paris, a socialite with climbing status, and still be considered a "war hero" back home, an 'official' story he encouraged throughout the rest of his life.
The parties during these years were elaborate and fabulous, involving people of wealthy and political classes. His parties were marked by much gay and bisexual activity, Italian nobility, cross-dressing, international musicians, and a large surplus of recreational drugs.