One problem is that, as you have to change, it is usually quicker to change onto another train company at York - and so you don't get offered TransPennine advance fares.
If you use one of the webtis systems, like Southern Railways, then you can specify a route as 'TransPennine only'. (it's on the left, near the bottom, after you have searched for a journey).
It is (just about) possible to get the same results on TransPennine's website, but it's a complete nuisance - although you may be able to find something better by changing at Leeds.
It seems like you can't get them on Transpennine's website at the moment - they have broken the 'slower routes with cheaper tickets' section so that you can't get Advance tickets from it.
Does anyone have the energy to try and get them to fix it again?