EC,
hmmm there are some fine books out there aren't there
The Anglo-Portugese guides played a similar role to some of the guides used by French revolutionary commanders.
But they were not an escort squadron as such. There were a number of occasions when Wellington accompanied by only Fitzroy Somerset (his military secretary) were almost taken by French cavalry.
The British went for low profile. We all know about Wellington's plain blue coat or Picton's civvy clothes. A major or lieutenant general commanding an Anglo-Portugese division commonly had a military 'family' of just five or six people. These might include a Dep Asst QMG, a Dep Asst Adjutant Gen and two or three ADCs. He would move about his division with just one or two people by his side.
EC