Norman Rothes' entry in Who's Who lists his London address as 45 Draycott Place, Chelsea, SW3.
I have just quickly checked the 1911 census and the Rothes list their enumeration address (i.e. where they were physically located on the day of the census) as 47 Princes Gate, SW7- which is in Westminster, overlooking Hyde Park. A location in which today you'd struggle to buy a house for much less than £25 million!
By 1921 he was on the Kensington and Chelsea electroal role registered at 10 Ormonde Gate, Durham Place, Chelsea SW3 (near Chelsea Hospital).
Hope that gets you going. I don't have much time to do any more digging right now, but will try to have a look at a few other databases when I get a chance.
Will