ARRIVAL OF THE LADY JANE, (Whaler.)—The Lady Jane of Shields, the last but one of the detained ships, has at length arrived at Stromness, leaving now only the William Tor in the ice in Baffin’s Bay. We regret to state that twenty-two of her crew have fallen victims to the severity of the climate and the want of provisions; and that of the remainder, and some of the crew of the Mary Frances, ten or twelve only were able to move on her arrival. The rest were sent to the hospital at Stromness in a dreadful condition. Captain Ross is making the best of his way to the Danish settlement in Baffin’s Bay, from whence he will use every possible exertion to communicate relief to the crew of the William Tor. We perceive that the usual whaling ships of the coming season are fitting out, and are glad to find that a bill is in progress through parliament, to oblige them to carry out a year’s provisions from the time of their sailing.