I couldn’t find Gazelle. I walked up and down Albermarle Street, in which Oscar Wilde once plotted his own doom in the Albermarle Club, and I couldn’t find it. I had to go to Caffè Nero opposite the Ritz Hotel and email my dining companion — where are you? Are you there? Does Gazelle exist? Or is it a modern European restaurant and cocktail bar so exclusive that it exists only in the imaginings of the International Private Jet Set who have turned Mayfair into something so ugly it could only be purchased at Harrods? Is it an imago that...