Thanks for the comments.

Theoretically, I could buy my regular ticket from Bristol TM^▸ (Train Manager, or Ticket Machine, or Temple Meads (Bristol), depending on context) to Wokingham (which is common to destinations) and, depending on my route, stop off at Wokingham to buy a ticket for the last leg to either Blackwater or Ascot.  Not very practical though.

I've done a scan of the other topics but can't get a clear answer to this.

My regular route is BRISTOL TM^▸ (Train Manager, or Ticket Machine, or Temple Meads (Bristol), depending on context) to BLACKWATER involving a change at Reading.  About 6 times out of 10 the train is 10-15 minutes late and I miss the connection.  (The performance isn't the issue here - something for another topic).

Living in Bagshot means that there are 4 stations within 10 minutes drive.  My questions is: after missing the connection, can I get the Waterloo train and get off at Bracknell? Thereby saving me the 30 minute wait fror the next Blackwater train.   The distance to Bracknell is about the same but the complicating thing is: my Bristol to Blackwater advance single ticket is ^1.50 cheaper than Bristol to Bracknell.

Could I be refused exit at Bracknell because I've paid for a cheaper ticket?