Thanks. I'm in NYC as well. Not sure where to find the chelseas here to try on. I do remember trying on regular Achilles a while back at DSMNY, the 41s were really snug and the 42s were too big so I left just as confused as when I came in.
I ordered my premium highs online and they fit near perfect on me in 41s.
I never had the chance to try the Chelseas on. Only place I can think of, locally, that sells them is Barneys... and they sell out pretty quickly. Because they sell so quickly, I would recommend getting whatever you can get your hands on and hoping it fits. At least you have it down to two sizes. Also - take note of the type of socks you will be wearing (sometimes even I forget). Re: My Chelseas - the 39s were ever so slightly snug... but are breaking in rather nicely after a handful of wears.
Also - I know a few of us use some insoles. I don't use insoles on my CPs... but I can vouch for the Superfeet brand that someone had posted a few posts ago.
@mljs54 End Clothing was a good stop for me. Highly recommended.