There appear to be at least six theatres in Sheftesbury avenue, as follows:

 Apollo Theatre, 31 Shaftesbury Avenue, London - in October 2019
Apollo Theatre, 31 Shaftesbury Avenue, London – in October 2019

Apollo Theatre – Magic Goes Wrong
31 Shaftesbury Avenue, London, W1D 7ES (775)

Gielgud, 35-37 Shaftesbury Avenue - in October 2019
Gielgud, 35-37 Shaftesbury Avenue – in October 2019

Gielgud Theatre – The Mirror and the light
35-37 Shaftesbury Avenue, London, W1D 6AR (986)

Lyric Theatre, 29 Shaftesbury Avenue – In October 2007

Provided by KF, Public domain, via Wikimedia Commons

Lyric Theatre – Bob Marley story
29 Shaftesbury Avenue, London, W1D 7ES (967)

Palace Theatre, 109-113 Shaftesbury Avenue - in October 2021
Palace Theatre, 109-113 Shaftesbury Avenue – in October 2021

Prince Edward Theatre – Mary Poppins.

Prince Edward Theatre,  28 Old Compton Street, London, W1D in October 2021
Prince Edward Theatre, 28 Old Compton Street, London, W1D in October 2021

28 Old Compton Street, London, W1D 4HS (1650)
Facilities: Disabled toilets, Infrared hearing loop, Wheelchair accessible

From Leicester square station go north for the Prince Edward Theatre. Further up Geek street is

Walk back down St Martins lane from Leicester square, to the London Coliseum; or go north for the Prince Edward Theatre.

Shaftesbury Theatre, 210 Shaftesbury Avenue in October 2021

Sondheim Theatre – Les Miserables
51 Shaftesbury Avenue, London, W1D 6BA (1074)

Sondheim, 51 Shaftesbury Avenue - October 2021
Sondheim, 51 Shaftesbury Avenue – October 2021

Sondheim Theatre – Les Miserables
51 Shaftesbury Avenue, London, W1D 6BA (1074)

By Kevan