A hint for anyone looking at Clue 1 "East of Haymarket":- The clue is correct, but be aware that normal maps of Britain (and rail route diagrams too) are rotated with respect to north-south lines of longitude so the country will fit neatly on A4 paper and the like. In reality the British Isles are tilted significantly "to the left" (or anti-clockwise), meaning many parts of Scotland are a lot further west than you might imagine and Cornwall is further south.
In this puzzle, the station could be anywhere in eastern Scotland or most of England (e.g. the Liverpool or Bristol areas would fit - but it isn't either of these). Wales and much of the West Country are out.