Is it possible Willoughby was engaged to Miss Grey when he met Marianne? Col Brandon tells Elinor of a conversation between Mrs. Ellison and another lady he overheard about the upcoming marriage of Miss Grey to Mr. John Willoughby in Ch. 30:

"In a stationer's shop in Pall Mall, where I had business. Two ladies were waiting for their carriage, and one of them was giving the other an account of the intended match, in a voice so little attempting concealment, that it was impossible for me not to hear all. The name of Willoughby, John Willoughby, frequently repeated, first caught my attention, and what followed was a positive assertion that everything was now finally settled respecting his marriage with Miss Grey -- it was no longer to be a secret -- it would take place even within a few weeks, with many particulars of preparations and other matters." (Ch. 30)

Why was the engagement secret in the first place? Mrs. Ellison (I believe) says “everything was now finally settled” suggesting there had been some delay in finalizing the arrangements. Perhaps Willoughby proposed and was accepted but Mrs. Ellison counseled her ward against him for financial reasons. Perhaps Mrs. Ellison hoped to persuade Miss Grey to break it off and refused consent to gain time. In Persuasion Anne’s broken engagement to Captain Wentworth is not public knowledge and is known to only three people besides the couple (P, Ch. 4). In Ch. 30 Mrs. Jennings says Miss Grey “and Mrs. Ellison could never agree” (on Willoughby?) and “But now she [Miss Grey] is of age and may choose for herself; and a pretty choice she has made!” Mrs. Jennings told Elinor she heard Miss Grey is “a smart, stilish girl …but not handsome” with “Fifty thousand pounds! and by all accounts it won't come before it's wanted; for they say he is all to pieces” so Mrs. Ellison might very well have considered Willoughby a fortune hunter forcing the couple to wait until she came of age. Willoughby instead of hanging around town heads off to Allenham to wile away his time in the country—I think sport or visiting or consulting with his aunt would all be reasonable excuses for leaving if he needed one. (:D)