It's a dressed, blue/grey pennant sandstone - my house in Caerphilly is built from the same stuff, with red brick door and window surrounds.
Paint removal these days is a nightmare, but the weathered top layer of sandstone can be relatively soft and will often allow you to wire brush some of the paint away. You can even use a stone chisel to re-dress the edges where the paint has been 'applied' (I'm being polite there!), rather than stripping it.
If you do want to try stripping it, I wouldn't go with caustic soda because it can be hazardous when trying to work at height around all those intricate areas, as too can brick acid - you also have to ensure you safely rinse and remove residues. That said, the sandstone isn't really too sensitive to acid damage but you will find that, if the sections are successfully cleaned using that method, they will probably then appear a lot cleaner looking than the rest of the stone.
A liquid paint stripper with a stiff nylon bristled brush might be the better option, but it will be laborious task and will smear the paint around somewhat as you brush it off, so be prepared for a long job to get it looking good.
Sandblasting is a certain way to get rid of it, but you should get a professional company in to do that, as they will be able to use the correct medium for the job, without causing damage.
EDIT
If you can find a multi tool with some sort of rotating carbide bit (Dremel or such), that may work well on 'filing' the paint off. Over here, I can get carbide rotary rasp bits for a drill that would probably do the job well - you might find something like that would help, if available over there. (Not something I ever looked for.)