The email confirmation apparently includes this:
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IMPORTANT INFORMATION
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Please note that the departure and arrival times provided above are
for the main terminus points you selected...
Megatrain passengers should note that you must alight and board at
these points and it is a condition of travel that you do not alight or
board at other points on the route. For South West Trains services, if
you do attempt to board at a different point on the route, Penalty
fares will apply.
Whether or not it is a true a Advance Fare is a bit of a red herring.
AIUI▸ exactly the same procedure would happen, ie a
PF▸ would be charged, if someone attempted to alight short on an Advance on an
SWT▸ service, such as Waterloo - Brockenhurst at Southampton...
Paul