Paul wrote:

Does anyone know any more about such urban legends?

Well, people will make up all sorts of stuff to pass the time. But there
are several other pieces of entertainment that mine the same rich vein.
There was (so SWMBO tells me) a Doctor Who story set in a disused tube
stn, and I certainly remember a Quatermass story (where the station was
IIRC called Hob's Lane). Both had nasties lurking below ground. As did
American Werewolf in London, filmed at TCR, though David the wolf was
only a temporary resident.

And there are plenty of disused tunnels to speculate about, most
recently the original alignment of the Jubilee line. Of course, some
unlikely tales about goings-on in tube tunnels turn out to be quite
true, like the one about building aircraft in the Central Line Eastern
extension tunnels during WW2.