Possibly a workhouse at St. Pancras in London. May instead refer to Penkridge Union, a workhouse in Penkridge, Staffordshire, though this seems unlikely given that the speaker, Sarah was born and lived her life in London according to the interview.
Old Palace Yard is an open space in the City of Westminster (London, England), lying between the Palace of Westminster and Westminster Abbey. May instead refer to the nearby New Palace Yard, in the north-west corner of the grounds of the Palace of Westminster.
In London Labour and the London Poor:
Character of Cabdrivers. (Volume 3)
Park Women, or those who frequent the Parks at night and other retired places. (Volume 4)
Oxford Street is a major road in the City of Westminster in the West End of (London, England). Today, it is a famous shopping street and is the site of several department and flagship stores.