Hi Ian,
An uncle recently gave me a copy of an old map of the Witham area which shows Dunn's Court as a row of houses off, and running parallel with, Malton Street which runs between Witham and Hyperion Street. The row of houses runs north from the corner of Coelus Street towards Witham on the west side of Malton Street. Unfortunately the map isn't dated. Google Maps shows the streets but the area now appears to be industrial units.
Hope this helps,
Ian.