Before Bradford Interchange there was Bradford Exchange - a 10-platformed station with a magnificent overall roof. I believe the Court now stands on the site.
As the name "Exchange" suggests, it was a joint station between the L.& Y and the G.N. with platforms 1-5 being L. & Y. and 6-10 G. N. Through running between one and the other did not really begin until 1962, when the Liverpool/Manchester - Leeds/Harrogate dmu service reversed at Bradford instead of a portion for Leeds being detatched at Low Moor and sent via the avoiding line from Bowling Junction to Laisterdyke.
As Ploughman says, Exchange and Forster Square have never been directly connected [you could have once gone from Exchange to Laisterdyke, then down through Idle to Shipley and back to Forster Square, but that would have been a roundabout journey, and I don't think any passenger trains went that way].
The Midland Railway planned a cut-off in I think the 1920's, avoiding the congested approaches of Leeds, by going through Thornhill, Liversedge, Low Moor, Exchange and Forster Square to Shipley and Carlisle, but that never came about.
And from then on, Bradford has always been the poorer relation of Leeds.