So far then, thanks to the above posters, stations where the audio announcement system has support for named trains include:
Paddington, Reading, Bath Spa, Westbury, Bristol Parkway and Plymouth.
1) It doesn't matter where you go as only some names are stored in the announcements system. So at Plymouth for example, you'll hear the 'Cornish Riviera Express' but not 'The Atlantic Coast Express'.
Ah, I had assumed the Welsh stations I'd visited didn't mention named trains because the voices used (a man speaking Welsh and a woman in English) hadn't been recorded saying them, but that the voice at Westbury etc. had done all of them. Does the 'The Atlantic Coast Express' appear on the LED displays or is that tied to the announcements? Does anybody know if 'The Pembroke Coast Express' is in the system?
2+3) There is one named train on Sunday. 'The Night Riviera'. The reason why you'll not get any other named trains on Sunday is more out of tradition. Express trains on Sunday used to be less popular so they weren't named.
Just the sleeper on Sundays then; thanks for confirming that nothing else is named. Bit of a shame but it answers my question.
4) The Pullmans came after the trains and are timed more to fit around the staffing requirements as well as demand. Crews that work a popular breakfast train up must work something back. Named trains do tend to follow some form of traditional time. (I.E. The Cornish Riviera always leaves either end in th morning. The Royal Duchy always starts much later. However East Coast did a radical change with the Flying Scotsman so anything is possible.
5) The logos are smaller now. Something I'm still not quite sold on and will try to get them enlarged next time around.
Again, thanks for the answers. Glad to here they may be bigger in future, I'm finding the logos hard to see this year.
6) By staff or public? (I assume staff). It depends which train you are on. Trains terminating at Paddington will have labels removed whilst being cleaned in Paddington. Trains terminating in Penzance will more than likely have their labels removed en route between Redruth and Penzance as that's where the cleaners start. Trains terminating at Newquay get the same treatment.
It was a westbound service (probably to Penzance) so that probably answers my question, although it does seem to defeat the object of having window stickers if they remove them before the last stop (which I think is St. Erth in the case of Penzance trains).