The vast majority of bees live solitary lives, often in holes in the ground, or in old pointing on houses, spaces between paving, places like that, and are not actually honey bees - the chances of there being a hive are very small.

I have some bumble bees that settle inside the damp proof gaps every year and they are quite harmless and don't bother anyone. I rather like the soft hum they make as they go about their business.

Sounds more like mason bees to me and I'd just leave them alone. As Bamboo says highly unlikely you have a hive.

Plus, due to the lack of bees, we need all the bees we can get.

Am I correct in remembering that there are laws protecting bees due to the decline?

I quite like bees.

Under a flagstone is more likely to be hornets than honeybees, though some solitary bees live underground. The ones in the wall could be mason bees, bumblebees, or honeybees. All are basically beneficial insects, and as long as the nest isn't too close to a path or road, best to just let them "bee". ; D
Sorry, I couldn't resist!

Alextb, there are rules about bees, not sure of all the details, but I do know that if you have a swarm of honey bees settle nearby, or even in your kitchen, no pest control person is allowed to come and kill them - you have to call a beekeeper to come and collect them.

I thought so Bamboo.

We had bees who decided to try and nest in one of our extractor fans in the bathroom. I was on the internet trying to find local beekepers for advice, and he next day, they all disappeared.

There was a swarm going in and out when I looked outside and the buzzing was loud, and occasionally one would spill out in to the bathroom.

One of my neighbours, two years running, was invaded by honey bees - they all got in through the ventilation shaft and filled up her kitchen. Thank heavens for the local beekeeper... dunno what we'd do if they all disappeared (the beekeepers I mean)