I first heard reference to this in the 1841/1851 Census of Battersea district. First thoughts were that it might be another name for Penge Lane (now Newlands Park). However, one of the households located on the street was Gothic Lodge. Can you start to see a pattern emerging? Sydenham Road/Gothic Lodge is also listed in some Penge directories.
So was there two Sydenham Roads and two Gothic Lodges within a parish of one another, or did part of Lower Sydenham once fall within Penge? Now, there's a mystery!