] I know one: Lord Moira, aka Francis Rawdon, subsequently first Marquis of Hastings. According to le Faye's wonderful biographical index to JA's Collected Letters, Henry lent Moira a total of six thousand pounds between 1803 and 1813, which was never repaid despite repeated promises; le Faye says that this in part contributed to the bankruptcy.
Moira's father, the first Earl, fought in the American Revolution under the title Lord Rawdon from the attack on New York in 1776 to the Carolina campaigns of 1780-81. He was later Governor of Bengal. The Rawdon family name was so associated with the Tory party that Thackeray had old Sir Pitt Crawley in Vanity Fair name his younger son Rawdon. The second Earl, Henry's debtor, was a Tory member of the Ministry of All the Talents.
One wonders at the reasons for the loan, and its relation, if any, to Henry's political appointment as a receiver general of taxes.