OK - I give upo. What are lally Cakes? Are they any relation to Lolly Cakes or Ice Lollies?

I searched and searched my trad cookery sources and can find only mentions of cakes named after ladies named Lally and they are all italian in origin.

Surely you don't mean "Sally" cakes, do you? (Sally Lunn Cakes - a type of tea biscuit made from a yeast dough)