The letter ends with;

"Our first object to-day was Henrietta St., to consult with Henry"

I'm confused. JA is staying with Henry at Sloane street. And yet she's also stayed at no. 10 in Henrietta street.

There's a circular walk of Covent Garden area (linked below). On the third last page the walk arrives at this street (which we did) and there's a blue plaque at no. 10 because Jane Austen stayed there. Thus my confusion.
The walk also includes the Lyceum Theatre.