I was told when I was a Redcap in the 1970's that the saying goes back to a painting titled “Redcap” by George Lance in 1847 which features a monkey in a Redcap. read more
The story about the monkey in Hartlepool had nothing to do with the military authorities, it was the locals apparently that hanged the monkey in question. The monkey, the only survivor of a wrecked french ship, was washed ashore during the Napoleonic wars wearing a french uniform. read more