Historians copy one to another without checking such details (otherwise we would never get anything written), and I would guess that the 'Spry' spelling dates back at least to Wellington's Dispatches, and quite probably to the contemporary Army List. It is even possible that it was spelt thus on his actual commissions, or that he himself spelt it inconsistently. The spelling of names was a little more fluid in those days (both Napoleon and Wellington changed the way their names were spelt), while mistakes happened: think of the Duke of York and Colin Campbell.