There has always been a door at the end of Reagents Square guarded by two royal guards. Before an update a few months ago, that door was labeled "Barkingham Palace". I, and I suppose you might have too, have wondered if that door shall be ever opened, and if it becomes so, what lies behind it.
The Queen likes her privacy when she's at home, so wizards aren't allowed in Barkingham Palace yet. Only the residents of Marleybone who work there are let in.