I do seem to remember reading in an Underground history book along time ago, that many years ago, perhaps in the 1920s & 1930s there was a very limited evening service from northern Piccadilly line stations to and from Aldwych, manly aimed at the theatre audiences. There is or was a second platform at Holborn that allowed these services
You're nearly there. The limited service you speak of would serve theatre-goers, but this ceased as early as 1908. It utilised platform 5 at Holborn before proceding onto the Piccadilly mainline.
Hope this helps!