Ucalgon was actually a minor (very minor) character in the Iliad (3.146-160):

[146] The two sages, Ucalegon and Antenor, elders of the people, were seated by the Scaean gates, with Priam, Panthoos, Thymoetes, Lampos, Klytios, and Hiketaon of the race of Ares. These were too old to fight, but they were fluent orators, and sat on the tower like cicadas that chirrup delicately from the boughs of some high tree in a wood. When they saw Helen coming towards the tower,

[156] they said softly to one another, "No wonder the Trojans and Achaeans endure so much and so long, for the sake of a woman so marvelously and divinely lovely. There is no sense of nemesis here. Still, fair though she be, let them take her and go, or she will breed sorrow for us and for our children after us."

(Butler's translation)
http://www.perseus.tufts.edu/cgi-bin/ptext?lookup=Hom.+Il.+3.76

So, Vergil, when describing the burning of Troy just used the name (Aeneid 2.310-312):

Iam Deiphobi dedit ampla ruinam
Volcano superante domus; iam proximus ardet
Ucalegon; Sigea igni freta lata relucent.

The palace of Deiphobus ascends
In smoky flames, and catches on his friends.
Ucalegon burns next: the seas are bright
With splendor not their own, and shine with Trojan light.

(Dryden's translation)
http://www.perseus.tufts.edu/cgi-bin/ptext?lookup=Verg.+A.+2.298

Your citation from De Quincy makes it clear it's a Vergilian reference, not a common noun:

In dignified repose, the coachman and myself sat on,
resting with benign composure upon our knowledge that the fire would
have to burn its way through four inside passengers before it could
reach ourselves. I remarked to the coachman, with a quotation from
Virgil's "AEneid" really too hackneyed--

"Jam proximus ardet
Ucalegon."

But, recollecting that the Virgilian part of the coachman's education
might have been neglected, I interpreted so far as to say that perhaps
at that moment the flames were catching hold of our worthy brother and
inside passenger, Ucalegon.

http://mirrors.xmission.com/gutenberg/etext04/7mjnc10.txt


If someone talks about the patience of Job, or even calls someone Job, it doesn't mean Job is a common noun meaning a patient person. Similarly in Bridget Jones's Diary, the romantic hero is called Darcy as a reference to Darcy in Pride and Prejudice. That doesn't mean Darcy is a common noun for romantic hero.

Bingley