I am, quite seriously, wondering if something odd or mysterious once happened in that area, so when the 'street' was built - it was given that name.
It doesn't appear on any census with an address search (at least it didn't come up for me) - so I do wonder if inhabitants requested a more normal name for their street. It is a bit scarey after all.
I realise this isn't quite the same, but whilst a street was being built in Accrington, Lancs, in the 1840s I think, - an elephant, on it's way to a circus in Haslingden with a circus group - sadly collapsed and died. It was called Chimey or Chimney -- anyway that street, when built - was called Elephant St!