In Robert Southey’s poem After Blenheim, the use of poetic devices, or figures of speech for that matter, is not really plentiful. Still, the following devices are found in the poem.

Consonance and Alliteration
Consonance is the repetition of consonant sounds in nearby words while Alliteration is a part of consonance, defined by the repetition of consonant sounds in initial or stressed syllables of words.

Now tell us what ’twas all about,
With wonder-waiting eyes;
They say it was a shocking sight
His little grandchild Wilhelmine.

Archaism
Archaism is the use of archaic or obsolete (very old and presently not in use) words.

Nay… nay… my little girl, quoth he

Irony
The poet uses irony when Old Kasper says “But ’twas a famous victory” or regards the war as a “great victory” but does not know why — ‘Why that I cannot tell,’ said he. Actually it was not a great victory; war cannot be great any way; that’s all the readers know. The poet repeats that ‘famous victory’ phrase to emphasize this irony of people’s ignorance of the real nature of war.

Metonymy
Metonymy is a figure of speech in which a thing or concept is referred to by the name of something closely associated with it.

In the line “And by him sported on the green“, ‘green’ refers to the grassland, as grass is green in colour.