Not my journey, doing some research for someone else who has a season ticket Northampton to Euston. I will suggest walking to Kings Cross. It is still odd that the national rail website only shows anytime ticket as being available Euston to Welwyn North.
I'm not sure why that is, but there are all sorts of issues with pricing journeys from London terminals that don't directly serve the place you want i.e. where the first leg would be the Tube. It's hard to get these issued correctly anywhere other than a staffed ticket office who can do the ticket from U1 or U12 as appropriate.
But yeah, I wouldn't bother with the faff of that, I'd just walk over to Kings Cross (about 15 minutes at most) and buy another ticket there.
Edit: Ah, I see, there are indeed only Anytimes from U12, I was reading it wrong:
http://www.brfares.com/#!fares?orig=0790&dest=WLW
That explains it, it looks like NRE is pricing it correctly for once!
But yes, just walk to Kings Cross and rebook there.