It's dated 4th September 1939...no blackout masks yet and the policeman doesn't even look to have a respirator. There must have been a lot of comings and goings with troops, including DRs being moved up close to the seat of Government.
Are we certain that the image was taken in Downing Street ? If so, it should be noted that there were a large number of Regular and particularly Territorial Army depots in the London area......regarding the latter, many of the TA units had been reformed since WW1 with Yeomanry formations having swapped their horses during mechanisation to take on new roles, particularly in Signals and Artillery taskings.......16H's were certainly issued pre-war to many such units.......
Its so long since one was able to walk along Downing Street something I think I did in the 50s that I thought that it was straight. Shows how you cannot rely on memory.