I was recently privileged enough to be offered the chance to travel First Class on a business trip to Cambridge. The journey went off fairly well (leaving aside the fact there was inevitably no train at all from Melksham which would get me to either Chippenham or Westbury in time to pick up an express to Paddington) but on reaching Kings Cross and finding I had time to spare, I toddled along to the First Class Lounge to avail myself of a cup of tea and sit-down while I waited.
I was refused entry. Apparently a First Class ticket issued by First Great Western doesn't entitle you to enter any First Class lounge on the route - only lounges at stations operated by FGW▸ (so, that would be just Paddington and Bristol TM‡ then, at a guess?). I know this whinge isn't going to elicit much sympathy from the majority, squashed daily into cattle class (as indeed I usually am), but all the same - if you've paid through the nose for "first class" through to your final destination I think on principle you ought to be able to use the facilities on the whole of the route. Grrr.
i've had this before as well
What I tend to do is gt a FGW first class ticket for the FGW portion and then A.N other for the onward journey
Usually my problem is with the Virgin lounge at Euston