St Stephen's School is no more.  It was apparently swept away in the redevelopment of the area between Stockport Road and Plymouth Grove in the 1960s.  You can see it on the aerial photograph above.  St Stephen's Church is indicated by the number 2.  The school (1) sat along Mornington Street and the rectory (3) was on the Everton Road end of the block. 

Shelagh Street sent the class photograph below of children at St. Stephen's.