Crellins Hill is at one end - Auckland Terrace near the other end - Windsor Rd came about from the new terraces several named after Queen Victoria's dwellings - Auckland comes from Bishop Auckland later Lord Auckland (bishop 1847-1854).
There are several other refs on Manxnotebook - you can also look at Slack's "Steers of Douglas" but what is truth is these days.

but the tale of a passage way down (70-80ft?) to the beach is weird