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have a good history of this area, referencing: Tyburn village, the river Tyburn, the bridge (about here) over the river, and the arrangement to supply the City of London with water via the Tyburn conduit which lasted from 1236 through to the early 1600s when the City found another water supply (which must refer to the New River). 

The Westminster report carries on with: "The Earl of Aldborough leased from the City of London a section of land to the west of Marylebone Lane where he planned and built a grand residence, Stratford Place, in 1771-4. Consisting of two uniform rows of houses, leading to a small square to the north side closed by the elegant Classical front of Aldborough House (now Stratford House). The entrance was marked on the Oxford Street front by two brick gatehouses, crowned by lions, originally closed by railings and a gate." And there is an 1815 etching showing the two be-lioned gatehouses.

"The eastern villa fronting Oxford Street was lost in 1890, but its lioned gate house has survived."

"In 1915, a huge Lyon’s banqueting house was established on Oxford Street, between Stratford Place and Gees Court, replacing the western side of Stratford Place, as well as the lioned gatehouse on this side." The for the building currently on that site (360-366) dates it to mid C20th, so the Lyon's building is lost.

The shows both gate houses clearly. They appear to have a L-shaped footprint, wrapping around the corners of their respective buildings. The eastern villa is labelled "Portland Club". In the the western side is unchanged but the newly-built "Bank" on the eastern side, with a simpler footprint, can be seen, both still with their gate houses, though the eastern one appears smaller. The is less detailed: it fails to show the eastern gate house, and shows the outline of the western one, but as if the space is empty but the western villa seems still in situ.

have a 1956 photo of the Bank on the eastern side.

A shows the 1969 east side building that was replaced c.2012-19.

have a drawing of the original villa on the western side, occupied by Richard Cosway. The relates an odd story about Cosway and his lion.

has a good post and two drawings of the gate houses in situ, from 1815 and 1881.

The Look and Learn image shows that the blank circular panel towards the top of the gate house originally held a clock. At least the one on the west did. Could there really have been two clocks facing each other?

The lion is too high for easy viewing but does appear to be a good sculpture. One wonders who the sculptor was, and where the western one is crouching now?