So far:
Shephard's Bush - reference to the president
Oval - Reference to the Oval Office
Columbia Road - reference to District of Columbia (DC)
Warren Street - no idea as of this time. I think this is the clue that will lead us to those scumbags.
A rabbit warren perhaps? Is that perhaps a reference to the sprawling sewer system under london? Could it be that there is a terrorist cell hiding in the sewers of london? Bomb-making factories? I hope the police are onto this.
Warren Christopher - former Clinton Secretary of State?
Sewers of london? Teenage mutant ninja turtles?
Earl Warren? Suuuuuupreme Court? (Look at the fuss we're going through to replace one 'Justice'. If we suddenly had to replace all nine our government would grind to a permanent halt!)