Yes, or at Manchester, or on the train from Manchester.
To the OP: I would certainly ask at the first opportunity, and keep asking at each further opportunity (the next train and possibly the interchange station, if enough time is available without missing your train).
The problem with going from Chapel en le Frith to Bryn and only asking for a ticket as far as Hazel Grove (ie, not stating any intention to travel further), is that if there suitable ticket issuing facilities at Hazel Grove, and you don't buy a ticket until after Hazel Grove, how can you justify asking for a discounted ticket? You'd be expecting to pay full price, surely? Of course if there was no ticket issuing facilities at Hazel Grove then everyone boarding there would be entitled to the full range of discounts, and you'd be no different.
According to
this the booking office should have been open, so I don't think you were entitled to a discounted ticket from Hazel Grove unless you had purchased it prior to departure from Hazel Grove.
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They can, but some staff refuse to sell discounted tickets, even for further travel, if you boarded at a staffed station with suitable ticket issuing facilities. (e.g. I hold a York-Donny ticket, and ask before Donny for another ticket Donny-Grantham. Common sense says, as I am buying before Donny, it should be discounted. However they will likely refuse because I should have got the additional ticket at York and if I want to continue beyond Donny I have to get off there and buy a ticket there, or pay full fare)
Conditions of Carriage says:
"
18. If you travel further than a ticket allows
If you travel beyond the destination shown on the ticket, you will be treated as having joined the train without a ticket for that additional part of your journey. The relevant parts of Condition 2 or 4 will apply for that additional part of your journey."
So if you do that at a PF station on a PF train, then a PF is applicable. If you do that at a staffed station, full fare is applicable. At an unstaffed station the full range of discounts is available.
So I would always ask the guard for the combination of tickets when he first comes round. It is not advisable to only ask for one ticket, and wait until you invoke condition 18 and then ask for another ticket.
Well, I wouldn't say you 'have' to but there are
potential problems with not doing so:
1) The guard on the 1st train may have been willing, but the 2nd may not be. Some staff really do not like doing zero excesses. I also think that, when you first board a train at an unstaffed station, when the guard comes round to you, they effectively have to act as if they were a ticket office, and sell you a ticket for your journey. As your journey requires an excess, they should issue it.
2) Some staff say when you reach your destination the ticket cannot be excessed (this is undocumented as far as I know, possibly made up, but you try getting them to budge from that position!)
3) The on board staff may say you should have excessed before joining their train (true, although if the guards of previous trains won't/can't do it and you don't have enough time while changing trains to do this then you are entitled to an excess on the next train) and/or give the same excuse as 2).