I don't think so. All the through services (not just the Sunday one) were withdrawn in 1992. Here is a link to a parliamentary debate on the subject.
Rail Service (London-Cleethorpes) (Hansard, 17 June 1992)
api.parliament.uk
Note Roger Freeman (the Minister for Public Transport)'s failure to understand how railways work (para 1019). "That train travels in the morning from Cleethorpes to London—
presumably it stays there for part of the day—and returns in the evening."
As I recall, the stock from the morning train actually left Kings Cross forming a service to Aberdeen.
This was the minister reponsible for steering the privatisation legisation through Parliament! He was also the one who suggested separate services - "luxury ones for civil servants and a cheap and cheerful one for typists" - to the confusion of all the typists in the civil service.
Ah, I've just found an account of the Lissingly derailment. It was in 19
87.
https://collection.sciencemuseumgroup.org.uk/objects/co8564431/report-into-the-lissingley-derailment.
(Curiously it says the train was travelling towards London but the derailment happened on the Down line).
Certainly in May 1985 it was expected to be the last ever direct Sunday service to London. But it seems it must have returned to the Market Rasen route after 1985. This escaped my attention - a change in my circumstances later in 1985 meant that my regular journeys to Lincoln after that date were usually by the Great North Road rather than the ECML. (There were other distractions - the car expired around the same time as those direct trains, but its owner is still with me!)
After 1992, direct services at civilised hours didn't return until 2019, just a few months too late to be any use to me. (Actually I did use it on the first day - for a meeting with my father's executor)