Children's book set in England during WWII (I think) and they are at a performing arts school

[Shanna]

I think it was three siblings (2 girls and a boy) and they were living in London and went to this performing arts school. I likely read it in the early to mid 1980's. I can't remember the cover. It's not the book Ballet Shoes.

[Sirvantes]

Possibly: Curtain Up, also known as Theater Shoes, and also written by Noel Streatfeild.

[Rainbowheart]

Theater Shoes for Sirvantes' suggestion.