Hi, I'd like to help you with your question.
From what you described, it sounds like this boy may have been approaching your daughter sexually but it is very difficult to tell. The information he gave and the fact that he claims he did not recall after admitting he was there in the bedroom is also confusing. I believe he may have realized it was turning into a bigger situation than he thought and recanted his confession.
Whether or not he will have trouble with this type of behavior in the future all depends on where this behavior originated from. If he was curious or saw this type of behavior on a media source, say TV or a movie, it may have been a one time mistake. Lots of teenagers make them. However, if this boy has a history of sexual abuse from another child or adult, he may continue to act out and would need the assistance of a counselor to deal with the behavior. As you pointed out, the boldness of the behavior says a lot and may indicate he learned this behavior either by being a victim of abuse or witnessing abuse of someone else.
In the future, you may want to consider having this boy over only in the daytime and only where you can keep an eye on him. Or you could only let you son see him in a public place. Depending on your comfort level, you could also forbid your son from being near this boy at all. It is also important to include your son's and daughter's feelings on this matter as well. Allow them to express how they feel about it and consider their feelings when you make a final decision about the matter.
I hope this has helped you,