By 1594 Penelope was effectively living a separate life to Robert Rich she had been in an affair with Charles Blount . She had already had a child to him in 1592. however in December 1593 . But their relationship at this point was distinctly rocky and Penelope actually called their relationship off The reason being that Charles could not marry her because she was already married.Charles Blount was posted over one hundred miles away in Portsmouth . Penelope was effectively single for all of 1594 . I believe that The relationship with Shakespeare and Wriothesley started at some point in 1593 was briefly interupted when Blount briefly returned then restarted in 1594 after Blounts posting to Portsmouth it was during 1594 that the love triangle of the sonnets occured. The libel Willobie his Avisa which outlines a love triangle between Penelope Rich and H.W and W.S. was first published in 1594 and many scholars believe that the sonnets were written in 1594.1593 - 1594 is also the year that we can link Shakespeare to Wriothesley.
In 1595 Penelope fixated on Charles Blount and they started to openly live together.
The love triangle was not formally recorded historically but it was recorded poetically in Shakespeare's sonnets and also in the independent and contemporary libels of Willobie his Avisa and The Affectionate Shepherd. Thomas Nashe in this book The Unfortunate Traveller Which he dedicated to Henry Wriothesley makes a knowing reference to Wriothsley being involved in a triagular relationship in 1593. The unfortunate Traveller was released 17th September 1593.
I believe Shakespeare also made allusions to the event in a number of his plays.