I suggest using one of the free museums. The British Museum, The british Library and the national gallery all have cloakrooms or public lockers. I have used british Library which is close to euston station
Look here for national gallery limitations if you want to be more central.
Thanks for the responses.
I do recall hearing about libraries & museums a while ago and thought it was a myth, but our bags are a bit too big for that option. The Self-Storage at Kings Cross would have been good but closes too early. Victoria coach station will be the best plan for our purpose this trip.
Thanks again.