Actually, I don't think that conquering the US would ever have happened. Far more likely and just as interesting would have been Wellington conquering most of New England & the Michigan Territory & setting up an Indian buffer state. Which actually WAS the plan before Britain just abandoned the notion.The USA was too large to conquer, even by Wellington. The more interesting alternative is if the Brits sent Wellington to seize Louisiana. The plot line would have him whipping Andy Jackson at N'awlins and sailing his army up the Miss to Saint Louis. The Royal Navy would deliver guns to the Cherokee and Seminoles and raise the Southern Indians against the US.
Tecumseh tried to raise the southern tribes against the US, with little success.