This is an interesting question, as arguably there is no situational irony in this story. Situational irony is a term used to describe a sudden twist in terms of the ending that we were not expecting and thus is used to refer to a surprise ending. However, arguably, there are enough details in the story that effectively forshadow the grim ending of this excellent ghost story to make the ending entirely expected. We have the mystery letter, the way in which her lover in the flashback seems almost supernaturally possessive of her and finally the draft of air from the basement that suggests that someone is either with Mrs. Drover or has just vacated the house. Either way, it is strongly suggested that the ending is not going to be a happy one, and that Mrs. Drover will face her "demon lover" once more. If you don't agree with this, then the situational irony comes write at the end just when we are led to believe that Mrs. Drover has successfully managed to escape and has reached the taxi and entered it:
The driver braked to what was almost a stop, turned around, and slid the glass panel back: The jolt of this flung Mrs. Drover forward till her face was almost into the glass. Through the aperture driver and passenger, not six inches between them, remained for an eternity eye to eye. Mrs. Drover's mouth hung open for some seconds before she could issue her first scream.
We realise with a chill that Mrs. Drover, far from running away from her demon lover, has actually ran straight into his clutches.