I watched last night's screening. Apart from a brief closing shot, all the railway scenes are early in the film.
Overall, a film with some charm, though it's difficult to accept that a troupe of actors would not recognise a household name in their profession.
With a release date of 1940 I guess that the outdoor scenes may have been filmed in the summer of 1939 with war looming. David Tree, who plays the playwright, lost an arm when serving in the Royal Artillery.
A "goof" noted on IMDB says that Robert Maine was returning to America via Southampton: "Before he reaches it, the train travels along the coast. But a Southampton-bound train would be going southwest from London and would travel along the coast only after leaving Southampton."
Such a train would have left Waterloo, and with the emphasis on Paddington and the iconic stretch of railway near Dawlish, one can only assume that Maine was aiming to catch a train to Plymouth, which was a key port for departures to New York.
Steam Museum article.