Hello Brigitte,
I have written to you off-list.
I hope you have the correct surname of Co(c)kram as there is also a Scottish surname which looks similar of "Cochran".
The surname Schade (Schad) was already in England before Heinrich's arrival in 1803, this shows the long links there are between our two countries. I see from the British national archives that Heinrich received a pension from Chelsea.
http://www.nationalarchives.gov.uk/catalogue/default.asp?j=1
National archives, Kew
WO 97 Royal Hospital Chelsea: Soldiers Service Documents
Subseries within WO 97 1760-1854: discharge papers arranged by regiment,
but each described at item level. (WO 97/1-1271)
The King's German Legion was raised in 1803 and were housed many miles away from London, such as in Ireland and one camp in England was at Bexhill near the sea in the county of Sussex: This web page describes the history of the Legion and gives an idea of the Battalions the 14,000 German soldiers served with in the Legion
http://www.kingsgermanlegion.org.uk/history.html
Regards,
Rena in northern England