The source reference RG 4/4348 shows that it was a Congregational (Independent) chapel in New Road, Marylebone (TNA catalogue).
Some history here ...
https://aim25.com/cgi-bin/vcdf/detail?coll_id=12594&inst_id=118&nv1=search&nv2=“The Paddington Chapel was a Congregational Chapel built in 1813. The building of the church was funded by businessman Thomas Wilson, who supported the building of several churches across the United Kingdom. The church was situated in Saint Marylebone. In 1815 a Sunday School was opened. The Sunday School began to include Writing Classes which developed into a full time Day School, which was open between 1828 and 1874. An attempt was made in 1919 to change the name of the church to "Saint Marylebone Congregational Church"
to clear up misunderstandings that it was situated in Paddington, but the decision was made to retain the old name. In 1941 the church was hit by an incendiary bomb but it sustained little damage.
The church was closed in the late 1970s and the building was demolished in 1981.”
You can see the Chapel marked on the bottom left corner of this map square, between Harcourt Street and Homer (Place), in the green shaded section ...
http://london1868.com/weller27b.htmADDED - 'New Road' is now Marylebone Road.
