Spoilers: though anyone who has read Stand Into Danger will anticipate them.
When I read Stand Into Danger, which McBooks Press labels as the second book in the Richard Bolitho series, I thought something was missing. Midshipman Bolitho had ended with Bolitho a midshipman and ready for his next adventure with his friend and fellow midshipman, Martyn Dancer. But Stand Into Danger starts with Bolitho now a junior Lieutenant, Dancer not there, and Bolitho in mourning about something. Clearly there was something missing between the first and second book.
What was missing was the novella Band of Brothers. McBooks published it as a standalone novel, but it's not numbered in the series (despite Goodreads calling it number 3). In it, Bolitho and Dancer pass their interviews and both are now eligible to become officers. They are then assigned to move a ship to Guernsey, what seems like a routine task. Except they run into murderous smugglers. Do in part to Bolitho's daring and his ability to inspire those under him, they take on the smugglers and capture their boat, preventing a large supply of arms from being sent to America. But in the process, Dancer is mortally wounded. The book ends with Bolitho's promotion to Lieutenant.
Overall, it's an enjoyable novella, and it introduces several new and interesting characters who I hope we'll see again later in the series. But it's mostly of interest as plugging the gap between the first two volumes of the series.
A note: it is apparently available in the omnibus volume The Complete Midshipman Bolitho, which includes Midshipman Bolitho, Band of Brothers, and Stand Into Danger. But since I already owned 2/3 of that volume, and the standalone Band of Brothers was out of print, I borrowed the latter from the library.