I would confirm with your issuing authority but I think that if you are making a through journey from one National Rail station to another National Rail station that includes a connection via London you can use any reasonable route for that.
You can break your journey at an intermediate tube station, but if you do so you can not complete the interchange by tube unless you purchase a new tube ticket (or use oyster/contactless as appropriate).
So for the avoidance of doubt you may be able to make a through connecting journey on the underground as part of a longer main line railjourney, BUT you can not obtain any discount for general travel on London Underground with FIP.
That said there are certain routes that are shared between the railway & the underground and I would assume that a FIP discount would be available on these "interavailable" lines.
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