20 late into Melksham with the initial delay on an XC▸ service. No compensation.
For multiple TOC▸ journeys you generally apply to the TOC that caused the first delay that caused you to arrive late at your destination, not en route delays.
What was your itinerary with scheduled departure and arrival times verses your actual times?
If you would you have missed the connection if the GWR▸ connection was running on time and XC arrived after its departure, you would apply to XC.
If however in spite the XC was late, if it arrived before the scheduled departure time of the connection, GWR caused your 20 minute delay.
Finally although the XC was late and it arrived after the scheduled depature time of the connection but the GWR connection was also late, it get murky because of the different fresholds and you should apply to XC as you had less than the recommended interchange time regardless of the late connection, but would also apply to GWR as they caused the ultimate delay and see who pays up (but expect to have to argue your case).
Don't you love the simplicity of it
... I have highlighted the option I think it is! Arguable whether GWR caused the delay, mind you. Their service got stuck awaiting a path into, then back out of Swindon because of all the Cross Country trains and a Network Rail works train that was around.
Due into Swindon at 18:36 - actually got there at 19:24 (Cross Country)
Due out of Swindon at 19:36 but actually left at 19:59 (Great Western)
Due into Melksham at 20:02 but actually got there 20:23
Not bothered about a few quid - just been looking to understand the principle and, really I suppose the claim should be made as one drip in this flood of encouragement to our rail industry to run trains on time! I have put it in (to GWR) and the system identified my journey quickly, so we'll see what transpires.