Churchill's mother was at a house party at Blenheim Palace, the principal seat of the dukes of Marlborough, and went into labor during a ball. He was born in a bedroom near the ballroom. The 'ladies room' story apparently started because the bedroom had been used by the ladies for their wraps and jackets, which had to be taken off the bed.
Blenheim Palace is hardly a 'dance hall'!
Excellent to know, I’ll correct it on my site- thx!