How great to see a pre Victorian British soldier, again! He will be my 73rd BD present, coming due in a few days!
I guess we should look at Einion's issues, though. The hackle should probably be removed and reworked by anyone who knows what the real thing looked like. You can get a fair idea from Osprey's Wellington's Highlanders, pl H. or the cover illustration of Ian Fletcher's Napoleonic Wars Wellington's Army, though the regiment depicted there is the Black Watch. The Crimean War photos are also a good source.
The standard reference for checking out the uniform and lace is C.E. Franklin's British Napoleonic Uniforms, p.281. You might want to look at the way the stripes appear on the wings. The buttons are fine. The issue of the blanket roll is less with its size than whether it was worn at Quatre Bras or Waterloo by this regiment. Contemporary sketches by a Captain Jones shown in the Osprey book and the painting, "The Death of Colonel Campbell at Fassiffern" in Diana Henderson's The Scottish Regiments all show that the roll was not carried into battle by this regiment. As for the color (colour!), I shall paint it more scarlet, but there was a wide range in British "scarlet" throughout the century and even throughout the life of the coat, and one on the cover of Huchison et al's Crimean Memories is very similar in hue to that of this soldier's.
The fact is that this figure has the "right stuff", and whether you paint him as is or make some of the minor alterations mentioned above, you will have a worthwhile addition to your collection. Boy, that sounds like a commercial, dunnit?