Oh dear, I feel terrible to mention this. But using our sources critically is a good thing, right ?

The story of the disgusted French officer and the "mobile bordello" is, of course, not attributed to any particular officer.
I found it in Stanhope's "Notes of Conversations with the Duke of Wellington, 1831-1851"‎, published first in 1886. Do you have it any earlier ?
By 1900 the story seems to have been a standard for inclusion in any re-telling of Vittoria.

There is a slight problem perhaps ....
From the early 18th century until the early 20th century, the phrase "bordel ambulant" appears to have been Parisian slang for a kind of closed small hackney coach, where indeed one could "cavort" in privacy if one wished to.
About the time World War 1, a second meaning seems to have arisen, the phrase referring to a prostitiute who does "out-calls".
The phrase "bordel ambulant" appears not to have meant "mobile bordello" until 1964, when such a usage was coined by Jacques Brel.

Perhaps one of our French colleagues can correct what may be my mis-impression of the French usage ?

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Dictionnaire comique, satyrique, critique, burlesque, libre et proverbial
Philibert-Joseph Le Roux
Pampelune: 1786
vol. 1, page 131
bordel ambulant -
.... "C'est ce qu'on appelle à Paris un carrosse de fiacre. ...."
http://books.google.com/books?id=BWYTAAAAQAAJ&pg=PA131
édition de Lyon: 1735, page 66 (same text)
http://books.google.com/books?id=hvwzAAAAMAAJ&pg=PA66

Oeuvres de F. Rabelais
François Rabelais
Ledentu, 1835
page 583
bordel ambulant -
.... "fiacre à glaces de bois."
http://books.google.com/books?id=l_x9AAAAIAAJ&pg=RA6-PA583

Études de philologie comparée sur l'argot et sur les idiomes analogues parlés en Europe et en Asie
François-Xavier Michel
Paris: 1856
bordel ambulant -
.... "sm Fiacre. Il y avait autrefois des voitures de place disposées de manière à servir de lieux de rendez-vous. ...."
http://books.google.com/books?id=nGcCAAAAQAAJ&pg=PA62

Französisches etymologisches Wörterbuch: eine Darstellung des galloromanischen Sprachschatzes
Walther von Wartburg
F. Klopp verlag g.m.b.h., 1928
v.15 pt.1, p.188
bordel ambulant -
.... "fiacre" (DCom 1718, Michel 1856), Paris;
.... "prostituée qui va d'un endroit à un autre."

Dictionnaire historique, stylistique, rhétorique, étymologique, de la littérature érotique
Pierre Guiraud
Published by Payot, 1978
page 181
bordel ambulant -
.... 1) "carrosse de fiacre où l'on peut se divertir avec une Femme sans crainte" (J/F libertins, cf. 1716a) ;
.... 2) "prostituée qui va d'un endroit à un autre" (FEW XXe s.)

And then finally .....
"J'avais juste vingt ans et je me déniaisais / Au bordel ambulant d'une armée en campagne"
from the song «Au suivant» par Jacques Brel
But, like "l'heure imbécile", the usage seems to been unique to or originated with Brel.