I know that the Sp($n$) group is a real Lie group which is compact, connected, and simply connected with $n(2n+1)$real Lie algebra generators. It can be constructed out of the intersections between a non-compact, simply connected, simple Lie group $\operatorname{Sp}(2n;\mathbf C)$ and the unitary group $\operatorname{U}(2n)$ as related by $$ \operatorname{Sp}(n):=\operatorname{Sp}(2n;\mathbf C)\cap\operatorname{U}(2n)=\operatorname{Sp}(2n;\mathbf C)\cap\operatorname {SU} (2n) \tag{1}. $$
I also know that: $$ \operatorname{U}(2n) \supset \operatorname{SU}(2n) \supset\operatorname{Sp}(n) \supset \operatorname{U}(n) \tag{2}. $$
Now can we show the following: $$ \operatorname{U}(4n) \supset \frac{\operatorname{Sp}(n) \times \operatorname{Sp}(1)}{\mathbb{Z}_2}? \tag{Q1}. $$ $$ \operatorname{U}(4n) \supset \frac{\operatorname{Sp}(n) \times \operatorname{Sp}(m)}{\mathbb{Z}_2} \text{ for some $n$, and for what maximum of $m$}? \tag{Q2}. $$
Q1 and Q2 are my questions, for what maximum of $m$? Lie group experts, please illuminate! Thanks!
The answer to Q1 is yes, since there is a standard homomorphism $Sp(n)\times Sp(1)\to SO(4n)$ with kernel $\mathbb Z_2$ and $SO(4n)\subset SU(4n)\subset U(4n)$. To see thist, you view $\mathbb R^{4n}$ as quaternionic $n$-space $\mathbb H^n$ and the standard inner product on $\mathbb R^{4n}$ as the real part of the quaternionic Hermitian inner product. THen $Sp(n)$ acts on $\mathbb H^n$ by quaternionically linear Hermitian maps. On the other $Sp(1)$ acts by quaternionic scalar multiplications, which preserve the real part of the quaternioncally Hermitian form, but are not quaternionically linear maps since the quaternions are non-commutative.
As you can see, this is very specific for $Sp(1)$, so I have no idea about Q2.