proper nouns - Use of definite article before phrases like Heathrow Airport, Hyde Park, Waterloo Station, Edgware Road and Parliament Square

In this related question (Definite article with proper nouns, titles followed by a common noun), the OP asks if it is grammatical to use the definite article before phrases like Advanced programming in Java whitepaper and Microsoft Office 2010 product. The accepted answer by @Kosmonaut was:

Yes, it is. This is because the "Advanced programming in Java"
whitepaper phrase forms a syntactic unit, with whitepaper as the head
of the unit. The definite article for a phrase always corresponds to
the head of the phrase, so using the definite (or indefinite) article
for these phrases makes perfect sense and is correct English.

My question is whether the same answer applies to phrases like Heathrow Airport, Hyde Park, Waterloo Station, Edgware Road and Parliament Square. I ask becase it seems to me that airport, park and station, etc. sound like they are part of the proper noun itself, and not simply a common noun. Moreover, I think the head of the unit in these cases would be the place name (first noun) and not the place type (second noun). If that's true, then I assume that no definite article should precede these phrases. Is that correct?

Answer

Alexg has got it right, in my view. However, since OP says he is waiting for someone to provide a generalized answer, here's mine.

It is hardly ever wrong to omit the article. "The Mall" is the name on the signs, so must be used: "Strand" (the formal name) is both awkward and confusing, so 'the Strand' is usual: most English towns have a few similar names.

Otherwise, there are many names that have developed from descriptions; 'London Road' is the classic example. Most towns in the Home Counties have a road that leads towards London, and refer to it as 'the London road'. Often, when street names were being given, it was named "London Road". In such a case, locals will often call it 'the London Road', while outsiders including the Post Office call it 'London Road'; I wouldn't say either was right or wrong. (Road is, in practice, the only term to which this applies: "the High Street" is usual, but so is "Church Lane is the high street in that village.")

Similar rules apply to stations, airports, roundabouts, etc. Bournemouth has a roundabout with a Frizzell office block, which everyone calls "the Frizzell roundabout". The council put up a sign saying "Frizzell Roundabout", so you can call it either. As far as I can see, all names with articles follow this rule: you can call what used to be Eastleigh Airport (the airport for Southampton) either "Southampton Airport" or "the Southampton airport". "The Southampton Airport" is not correct, but is an understandable mistake; if enough people use it, the name will change.

One last purely national point; in theory, you could refer to a railway terminus named 'Thingtown Central' as either "Central Station" or "the Central"; maybe this happens in the US. Britain has too many places like Exeter, where Exeter Central is a suburban halt, and the central station is Exeter St David's. (The explanation is historical.) So "the Central Station" would be highly ambiguous, and is never used.