As mentioned, there's no definite proof of Denny's age. Also, he'd need to some income arising from property (inherited, or something just big enough for him to play "gentleman" purchased for him).

A (younger) newly-commissioned Denny would, of course, need a set of Regimentals. If you had the money, go for the best taylors - where else but London. Whilst there, he might as well see see what else the "town" offers that ____shire doesn't.

A cash-strapped Wickham happens to be in the city at the same time, mooching about for whatever might come along. He spots a well-dressed 16/17-year old, obviously not a local, with a pocket full of cash. He strikes up a conversation, admires him for taking up the defense of the realm, and offers to show him a few of the "best places" (on Denny's tab of course - "sorry old fellow, a bit skint this week, you know how it is").

Denny finds a mentor, Wickham a source for money, and sees what opportunities the status of a redcoat and epaulette might offer.

Just a thought,