Hmm well nothing megalithic. But I see a railway used to run between Moorswater and the Cheesewring and Caradon Hill to carry the quarried rocks (from the former) and copper (from the latter) - that was opened 1846, so that ties in with your comment about the great Exhibition. The stuff was then transported by canal to the coast at Looe. In 1860 they replaced the canal with another bit of railway. So it was not long after that that the stone was brought to Hyde Park. I suppose both things could have acted as a bit of an advert for the newly improved transportation / provision of building materials from Cornwall.

I guess the area is stuffed with suitable stones for a monolith for a park. You wouldn't go nicking a real one would you. But it's obviously come from an area of Megalithic importance. I don't know anything much about the Victorian druid revival. It could be all tied in with that - am I right in thinking the Cheesewring has got 'druid' stories connected with it (well, more than anywhere else?)