You'll be able to write in to Britannica. (-:
It has a lengthier article than my printed encyclopaedias and is definite about London being the place.
https://britannica.com/biography/Ethelred-the-Unready
I've done a bit of amateur searching out of curiosity and the work with the best footnotes seems to source the death in London to ASC E.
Another one pointed to the chronicle of Thietmar of Merseburg, so I had a look for an English translation of that. Fortunately I found a snippet translation of the initial part of chapter 40. Unfortunately, it isn't specific about Æthelred being in London, only that xyr wife and sons were.
Interesting. It seems unlikely that they weren't where Æthelred was, though.






