Fitzrovia had a reputation as a favourite haunt of bohemian types, whilst Bloomsbury was made famous by the 'Bloomsbury group', a set of intellectuals and artists whose members included Virginia Woolf, Vanessa Bell, Vita Sackville-West, E.M. Forster and Lytton Strachey.
It is probably members of the Bloomsbury group whom Stella Gibbons has in mind here. Interestingly, the country retreat of the group was Charleston Farmhouse in Sussex (just over the hill perhaps from Cold Comfort Farm!).
'Lions' in this context means 'celebrities'.