Curious, but I had complete overlooked this on previous reads. I've gone back over the material, and I am in agreement with you now. A couple of clues:

the first three or four days passed most quietly, with no circumstance to mark them excepting the receipt of a note or two from Lyme, which found their way to Anne, she could not tell how, and brought a rather improving account of Louisa.

This is followed directly by the statement:

At the end of that period, Lady Russell's politeness could repose no longer, and the fainter self-threatenings of the past became in a decided tone, "I must call on Mrs. Croft; I really must call upon her soon.

This leads me to believe that notes came from Wentworth to Mrs. Croft who passed them along to the lodge and that is why LR can no longer put off a visit to Kellynch Hall. She has been receiving a daily communication from Mrs. Croft and it would be rude not to at least acknowledge this. I think it's very interesting, that Mrs. Croft had them delivered to the lodge, and that if Lady Russell knew Wentworth had written them, she didn't say. They were afterall probably intended for Anne all along though perhaps not expressly addressed to her. Afterall what interest is possibly to Lady Russell what becomes of Louisa Musgrove, other than a bit of news about a neighbor. Anne is related to Louisa and was there at the accident.

I see this also as evidence that Sophie is very much pulling for Anne over Louisa. And that it's even possible that while it was not proper for him to write Anne, he hoped that passing it on to his sister, who was now so near Anne (he knows from the Musgroves that Anne has moved back to the lodge) that she would pass along the information discreetly.

it appeared that each lady dated her intelligence from the same hour of yestermorn; that Captain Wentworth had been in Kellynch yesterday (the first time since the accident), had brought Anne the last note, which she had not been able to trace the exact steps of, had staid a few hours, and then returned again to Lyme, and without any present intention of quitting it any more.