"Of course St Paul's is on Ludgate Hill where King Lud is buried."

Wow, I didn't realise that, although I'd heard that London contained a Ludgate. Feels like another jigsaw piece falling into place.

"I thought Wan was related to the Wanes / Vanes or Vanir and so just means god?"

Quite possibly. I haven't the time to lay my hands on the quote from the Eddas right now (I just tried and it's proving elusive, although I know it's in there somewhere!), but they say something along the lines of "I was Ygg who became Wan". The implication is that Ygg (unhatched, like an egg!) was Odin's name before he hung on the world tree (named for Ygg) in shamanic initiation and that Wan was his name afterwards. Equating these names with these two opposing "states" of the shaman (ie. uninitiated and initiated) doesn't necessarily contradict what you're saying, I guess.