Glovidge what I would suggest is to try and buy the ticket in stages-- i.e. Cardiff to Bristol Parkway and Bristol PW▸ to Slough, for example. It may work out as a much better deal if you can't get advance tickets. Also try getting an advance to Reading, then get a Cheap day single from there to Slough.
I just tried doing that and it seemed to be working. My basket had Slough to Reading, Reading to Swindon and then Bristol Pway to Cardiff in it. The mainline purchases being advance tickets. At times that would have been suitable for me. NB The Swindon to Bristol Parkway leg was not available on advance ticket (only cheap day/ standard day single)
However my internet explorer window disappeared/ crashed with all these journeys in my basket and when I tried to book the journeys again, literally 5 minutes later, the screen came up giving 4 reasons as why I couldn't!?!?! I DESPAIR. Its obviosuly not meant to be