Where to look?

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I was browsing the internet and came across a site that listed World War II veterans in the United States. My grandfather served as a captain for the Philippine Army but it is common knowledge that during this time, the Philippines was under American rule (the Commonwealth). But to my dismay, the database is only for US born veterans. I am a bit sad because my grandfather died during the war, and my mother was only three years old. My grandmother served as a nurse also for USAFFE. But both their names are not on the database. I feel compelled to try to find a record of them because my mother was orphaned at 15, my grandmother died of a heart attack. Is there someone or somewhere that I can contact to try and find their service records? It means a lot to me and also to my mother.