Real time trains shows an 18:41 departure from the same platform at Westbury that that 18:40 to Weymouth left from - empty to the
DMU▸ sidings.
It show an arrival at 19:18 from the DMU sidings to form (judging by the platform) none other than the 19:32 to Cheltenham Spa via Swindon. There is, however, an earlier train to the DMU sidings at 18:10 - carriages dropped off a Cardiff to Portsmouth service, so they *might* be the ones to form the 19:32. There is also (a little later) a movement to the carriage sidings of the 19:39 arrival from Great Malvern.
(Westbury - next trains)/2014/12/17/0000-2359?stp=WVS&show=all&order=wtt" target="_blank">http://www.realtimetrains.co.uk/search/advanced/WSB/2014/12/17/0000-2359?stp=WVS&show=all&order=wtt
I'm noting that I've got used to seeing a set swap of the TransWilts unit between the 18:21 arrival and the 18:32 departure - with the crew beetling down the subway from platform 2 to take over the train at platform 3. However, the timetable I chose above (new timetable from December) shows the same train in use, so perhaps diagrams are changing?
None of this relates to observation on the ground at around that time - sad, really, as I think I may have been the one who arrived at 18:21 then hung back to 19:32 on one of the count days - however, I was busy watching the set swap then I switched off as it had been a long day. I do recall something dividing - getting all the Weymouth folks forward.