Thanks for the suggestion but the Blackbird just didn’t look right, I could not find any mention of vaults or any images of vaults via Google. So I just jumped in with a Google Images search for “london pub bank vault” (without the quotes).
It looks like this is a pub called Revolution, the Leadenhall location in London, http://www.revolution-bars.co.uk/bar/london-leadenhall/ at 140-144 Leadenhall Street. A related web page, https://www.revolutioninthecity.com/london-bars/london-bar includes a description “Inside this London bar you will find the famous Vault, previous home to diamonds and gold bullion and now the perfect place to party in the city.” And a slide show for Revolution includes these images:
