All I remember is, jokes about the characters being at the English derby races, a mention of "those fine English-bred horses", and Blanc(?) providing the sound effect:
"(WHINN-nnnyspluttercoughandallthatyouknow)"
Again, not sure if this was radio or TV, let alone Benny, but just wanted to be sure my memory hadn't short-circuited...

2) Okay, so I'm not the only one who sniggers when Jack does his radio gag of "all his Hollywood celebrity friends", reads off a list of bizarre nobody names, and that no-respect nobody "Rodney Dangerfield" is always mentioned at the top of the list--
I assume Rodney must have been working at the (40's) time, so writers would've heard the name and thought it sounded funny, but was the real Rodney actively straightening his tie in anything at the time?