I recall that service too, as I used it occasionally - it made a sort-of connection at Retford with the 0005 Kings Cross to Leeds. Again mainly for newspapers, but the formation included a BSK (mainly, I suspect, so that the sorters had access to a toilet). Advertised but little-used, so it was always possible to find an empty compartment and lie down to get some kip. Another newspaper train killed off by sectorisation, which decreed that any service carrying passengers had to be funded by the passenger sector, even if as in this case its primary purpose was to serve a Mail & Parcels customer and carrying passengers in the BSK in the formation cost little or nothing - so the passenger accommodation was simply withdrawn. Both trains were withdrawn altogether when the newspaper industry abandoned the railways.
But as others have noted, it ran via Lincoln - at least when I used it. I'd have had a very long walk home if it had gone via Brigg!
I don't recall exactly when it ran, but I'm fairly certain its Retford call was later than 0200. The train from London was quite dilatory, and with all the shunting of newspaper vans at intermediate stations quite unrecognisable from the train you had boarded at KX, but there was nevertheless a long wait at Retford in the small hours for the connection to arrive from Manchester. It arrived in Lincoln at about 0600.
I have an abiding recollection of the last time I used that connection, it was also my last time behind a Deltic. The 0005 left KX at the same time as the 2359 Aberdeen sleeper, also with a Deltic. I was, of course, windowhanging from the front carriage, so was treated to the sound of a pair of them, one right ahead of me and the other alongside, reverberating in the confines of Gasworks and Copenhagen Tunnels. The train from Retford Low Level was usually a Class 40.