Gregdownunder
Daryl,Provided the correct information on the business of F.P Baker. Holts sold a similar gun in a recent auction. Holts confirmed that the gun was made /sold in 1937
In this era several London department stores sold guns bearing their name, Harrods is another example.
Harrods is now back in the gun business after a lapse of many years.
My opinion is that your gun was made by Webley and Scott and likely features their patent screw grip.

Roy Hebbes