"Do you have it any earlier?" Here we go again with publication dates! The quote is recorded as being from a 1839 Wellington conversation, is it not?
"... appears to have been Parisian slang for a kind of closed small hackney coach ...." So the officer, obviously a Parisian, was refering to the present state of the army as a 'bordel ambulant', or as such a coach. This would seem quite possible. To translate this expression as 'a rolling brothel' would not seem off the mark. Stanhope left it in the original French - perhaps an added plus for authentication.