Ensign Lord James Hay
Handsome, eager, and naive Lord Hay's remains now lie in the crypt under the British Waterloo Campaign Memorial in the Brussels Cemetery at Evere. His remains, along with those of several other officers, were moved there circa 1890 when the memorial was commissioned. There is no evidence that he was killed while exhorting the men to "think of England."
Also, Hay was killed at Quatre Bras, not Waterloo, and was ADC to Maitland, not Wellington. the American-born DeLancy's remains were moved to the memorial at the same time, though his widow had already erected a memorial to him in a Protestant church near where he was fatally wounded.
Incidentally, Lady DeLancy had something of a "rollercoaster ride" herself. Several people witnessed her husband being knocked off his horse by a cannonball, and he was immediately reported as killed in action. she was in Brussels attempting to deal with her grief when word came that he was not dead, and there was a chance of his recovery. Eventually, she found her way to the squalid cottage where he had been taken. She helped nurse him for several more days, but there was never any hope. The post-mortem showed most of is ribs had been broken off his backbone, and one lung was punctured. They had been married only a few weeks. She married again in two or three years, but sadly herself died in childbirth.