Sudbury is not a highly populated area, with much growth. It's very suburban and low density, and doesn't have huge Central London commuting. I suspect if both stations closed, it wouldn't be a huge loss. But - for the actual users, it's a quick link to town, definitely.
Wembley on the other hand, has had a ton of development and has changed a lot, and demand has followed.
For the Oxford piece - I think we have to define or not get hung up on what is fast and what is semi-fast.
Oxford will always be at least the third stop, but I think you would have something like:
Marylebone - High Wycombe - Princes or Haddenham - Bicester - Oxford Parkway - Oxford as one pattern.
And a slower pattern could include both Beaconsfield and Gerrards Cross - or you alternate them in the above, like PR/Haddenham.