Hermione Lee notes in her 2014 biography of writer Penelope Fitzgerald (1916-2000) that as the young Penelope Knox she attended, among other schools, Our Lady of Zion. (Her father was Edmund Knox, later editor of Punch. His brothers were theologian Ronald Knox, cryptographer Dillwyn “Dilly” Knox (1884-1943), and Bible scholar Wilfred Knox.)
From Survey of London: Volume 37, Northern Kensington. Originally published by London County Council, London, 1973:
“This building, consisting of four storeys over a basement, with an attic storey, is constructed of dark red bricks, and is situated at the corner of Chepstow Villas and Denbigh Road. It was designed by A. Young in 1892–3, and is one of the bulkiest buildings in the area, quite foreign to the adjacent stucco-faced houses. The style owes much to Dutch and North German institutional building of the period, the façade being enlivened by carved, moulded and rubbed brickwork. There is a giant order of Ionic pilasters which rise from the first floor to support a simplified entablature with a large stone cornice carried on brackets. A tower of mildly Italianate appearance stands at the south-west corner of the building.
The chapel is a severe and restrained work in the Italian manner of the late eighteenth century. It consists of a four-bay vaulted nave with threebay aisles, and a chancel of one bay. There is a gallery at the liturgical west end which contains the organ.
Part of the building is used as a convent school for girls.”
From the website of the Ladbroke Association:
“…Originally, there followed two large detached villas and then another pair of semi-detached ones on the corner with Denbigh Road, probably all built around 1847 by Cullingford. One of them, No. 36, Cullingford chose for his own home. None now survives. Nos. 36-40 were replaced in 1892-3 by the huge red-brick building that is now Thornbury Court. It was designed by Mr A. Young in the then popular “Dutch” style, to house the Convent of Our Lady of Sion. Its Italianate-style tower has long been a local land-mark. In the early 1980s it and a neighbouring building around the corner in Denbigh Road were transformed into 44 flats. The Convent still has a perch in the modern building next door that replaced the original villa at No. 34…”