Yes, Millie, I wish I could come and have a look for myself :o)
Stone, yes, it could be solid wall construction. Not so likely in the 20s. It rather depends on the "poshness" of the house. Dressed stone was used a lot around then. That is, it's cut into precise shapes, but with a standard thickness, so that it can be used with a cavity.
You couldn't put up a close-up pic of the stone could you?
Either way... if a cavity, then these should have been installed at the time of constructing the extension. ........
http://www.screwfix.com/p/refurbishment-cavity-tray-133-x-450mm/54472
The trouble is, it's "dead" money. You can't see it, so some builders leave it out to keep costs down. It's totally unforgivable really, but all too common.
The picture shows the refurbishment type that should be put in now....... if it's a cavity wall.
For a solid wall, a horizontal chase (groove) is cut into the stone, and a lead flashing slotted in........ the deeper, the better. The cut is made about 150mm above the roof level. The lead then drapes down over the felt. (I'm assuming here that it's a flat roof. No matter, for a slopey roof, the same thing applies, but with slopey lead flashings.