I have always wondered what happens in this scenario. Say you purchase an advance ticket for a specified train from London Paddington to Exeter St Davids, however your connecting train e.g from Ashford International to St Pancras is significantly delayed, or cancelled, so you miss the GWR train. If you saw the guard and explained the situation, and provided evidence e.g a screenshot on your phone of the live departure boards of the delayed train, do they let you continue to travel without paying extra, or do you have to pay the difference / purchase a new ticket and potentially claim the extra costs back?