I don't know about fetish activities in London, but I do know the disused Aldwych únderground station has become popular for one-off parties in closed or semi-closed societies (music release parties, art/gallery circles, high-end weddings, etc) so it should attract fetish/BDSM people too. it's near Fleet Street, I don't have a London map at hand but it must be close to London Bridge too (you can't go there by undergound train anymore, the station was at a fork off the normal lines and moreover there's no equipment left to stop a train - you have to go down by special entrances and stairways, and anyway, you need an invitation to the party) It could have been some kind of one-time thing like that.