This has been
done to death on this forum but as plenty has been said about it before, I recommend doing a search (the hyperlinks that follow are a result of a quick search I have done just now; there are many more examples of this being discussed). I suggest in particular reading
this (which I totally agree with), and my experiences (mentioned
here among other places) are in accordance with what I expect to happen. A word of warning some rail staff will have their own opinion that is in no way based on what the rules say, they then state it as fact (
example) so be prepared to encounter this. But just because you are on one ticket does not mean that rail staff will get you to your destination without a fight, as
this example demonstrates. If they are going to make excuses, then it can be about anything, the main thing is to be aware of the rules and your rights.
I helped someone who was wrongly issued an Unpaid Fare Notice (note: never pay up front in such a circumstance; it's much harder to get the money back than if they have to chase you) for being on a combination of Advance tickets for one journey, and getting a later train on the second ticket, due to an earlier delay when the guard did not correctly adhere to the rules.
Not only was the UPFN quashed but the guard was given suitable advice by the company concerned. I am also armed with an excellent quote from someone about as high up as you can get, that is sufficient to get someone out of that situation.
Of course, you must allow sufficient interchange time between trains. I would strongly advising plenty more than the absolute minimum, although on a contractual point of view the absolute minimum
should be fine, but some of the minimum interchange times are
not clear. The more time you allow, the more likely staff will deem it
reasonable, and if staff deem something reasonable then the issue of whether you are
entitled to it may not arise, this can avoid
potential arguments, disputes and stress.
I've never had a problem, out of hundreds of journeys and I very rarely buy one ticket from origin to destination, instead I either buy further (and finish short) or a rover/ranger, or a combination of tickets.