 Laura Henderson was the well-travelled socialite wife of a jute merchant, Robert Henderson.The couple lost their only son, Alec Henderson, in 1915, in France, during the First World War.Her husband died in 1919, leaving her a wealthy widow

In 1931, she bought the Palais de Luxe cinema building and hired architect Howard Jones to restyle the interior to create a tiny, one-tier theatre, renamed the Windmill.