A correction. Bahadur Shah Zafar's sons were shot dead - not hanged - at Khooni Darwaza by Captain William Hodson who was a young British officer from the Punjab. The Khooni Darwaza, by the way was earlier known as the Kabuli Darwaza and is believed to have been one of the gates of Sher Shah's city of Delhi. It came to be called the Khooni Darwaza from the fact that Bahadur Shah's sons were executed here.
Hodson, it seems, went back with 100 cavalry to Humayun's tomb (near Nizamuddin Auliya's Mazhar) a day after capturing Bahadur Shah Zafar. He had been informed that Zafar's two sons and a grandson - Mirza Mughal, Mirza Khizr Sultan and Mirza Abu Bakr - were hiding there. The three were being taken back to the city when Hodson himself shot the three princes dead.
Hodson wrote to his family: " Today, more fortunate still, I have seized and destroyed the King's two sons and a grandson.... the villians who ordered the massacre of our women and children, and stood by and witnessed the foul barbarity; their bodies are now lying on the spot where those of the unfortunate ladies were exposed. I am very tired but very much satisfied with my day's work."