Hi Geoff,
I have only found one listing in directories for this one – in the 1857 Harper’s Directory. It is the Grosvenor Ale & Porter Store, address Exeter House, Exeter Place, Grosvenor Street, Cheltenham – landlord J.W.T. Mitchell.
It isn’t marked on the 1855-7 Old Town Survey map, but Exeter Place in Grosvenor Street is – it is a small collection of houses made up of the last four near to Albion Street on the east side of Grosvenor Street, and the last five on the west side. The numbering runs south to north on the west side no.1 is called Araby Hall, then 2, 3, 4, 5; then north to south on the east side with no. 6 being Sion House then 7, 8, 9. Woburn Hall is before no.1, and Exeter Lawn and Exeter Lawn Cottage after no. 9.
Later directories would seem to suggest that Exeter House is 2 after Sion House coming from north to south down the east side. (see 1922 Built-Leonard Directory).
Cheers,
Alan Jones