As previous posters have said, waitrose now stands were the old Royal Mail building used to be. The peterbough stabling point used to be behind the old sorting office. The Royal Mail building was only connected via the overbridge (and passengers weren't suppose to use it). It certainly wasn't rail connected in the early 80's when I used to be a frequent visitor.
That's right I remember EWS plans for a Royal Mail connected siding somewhere near Werrington as part of Railnet. Never got off the ground unlike those at Warrington, Low Fell & embarrassingly Bristol Parkway.
I believe there was a rail connected Royal Mail building at the top of Eastfield yard, behind the Argos in Maskew Avenue. Both Royal Mail buildings have obviously been demolished and operations moved to a new Sorting Office at Werrington, which is between the A15 and Werrington Jnc.
Hopefully this will clear up confusion, as it appears that there more than 1 sorting office in use at any one time in the past.
Cambridge was similiar for some period of time to, with a incoming (delivery) mail sorting office and an outgoing mail sorting office. This occured because the original sorting office was to small to meet the capicity that was needed at the time. So a new sorting office was constructed and the above arrangement came into being. The original office closing some years later and all operations moving to new building.
I'm pressuming Peterborough had similar capacity issues and the same theme as Cambridge was followed, but with the difference of the new office actually closing and a even newer office being built.