IIRC, Lords has 3 tunnels under it, because that land wasn't coming back up again, ever. 2x2 track & 1x3 track, giving the 7. These tracks made it as far as a little way up Wellington Road, where the spare lines, used as headshunts, ended. The westernmost tunnel was probably just speculative and might be useful as headshunts for the goods yard regardless, the middle bore was intended for future express lines, and the three track bore was intended as the local lines and a headshunt for the old depot on the eastern side. Beyond the Wellington Road, only a single double track bore was built as far as where the GCR lines emerge to fly over the WCML at South Hampstead (though the abutments were built for 4 tracks), and the Hampstead tunnel on the other side to a little south from Canfield Place was also a single double track tunnel, but a short stub tunnel and second double track portal was built at Canfield place, where the GCR emerges just south of Finchley Road.
I presume that the GCR managed to built the Hampstead and St Johns Wood tunnels without demolishing everything above them, so there's no reason to assume you couldn't build another alongside the same way as easily as they built the existing ones. How disruptive those were to build I do not however know. Would be interesting to find out.
South of there the gaps have been closed up, so what was once multiple tunnels is now in effect a single tunnel from the WCML at South Hampstead to Lodge Road, just north of Marylebone.