Weird--a passing mention of someone who's most likely Lady Hennessy Brown is in this current New York Magazine article. Here's the quote:
When I arrived in New York on Valentine's Day, 1988, I felt like the family pet that accidentally gets left behind but inexplicably finds its way across thousands of miles to turn up on the doorstep one day, exhausted, a little worse for wear, but so happy. I knew exactly one person who lived here, and the first thing she did was take me to some scary disco in midtown where I saw the performance artist Leigh Bowery walking around with lightbulbs attached to his head and a black woman onstage whose act was to lactate on the crowd.