My preferred options are:
The letter of August 23, 1885 did not bring anything new.
The issue of January 15, 1892 of the Horseless Age shows a funny picture on page 12.
(but I would more likely say "The January 15, 1892 issue of the Horseless Age shows a funny picture on page 12." And "number" is a perfectly good synonym for "issue", although I prefer "issue" -- perhaps if I were American, not Australian, I might prefer "number"!)
I have seen that plane in L'Aerophile / the Aerophile of May 1, 1906. ("May 1st" is also possible, but I prefer the simpler form.)
As for "the" before a title where the title contains an article in the original language -- NO. And while we are on this topic, if the title actually contains the word "the", then include this within any quotes , as "The New York Times" but the "New York Telegraph". I speak here as a qualified university librarian who has had to deal with this question for years!
By the way, in a similar vein, a couple of geographic names that annoy me, even though they are in very common use, are "the Sahara Desert", and "the Gobi Desert" -- "Sahara" and "Gobi" both mean "desert", so I prefer "the Sahara" and "the Gobi" -- but perhaps I'm just being pedantic!