I may be missing something, but I cannot see either Exeter or Taunton
Taunton - 6 tiles in from right, bottom row, and work upwards. - Can't find Exeter though.
Exeter is missing, as is Cardiff Central. Have a few vague ideas for others, though not sure on those.
Weston was mentioned by CfN, I was going to congratulate Graham for getting Weston's full name in, it just fits!
Regarding the shortened name, a couple of thoughts:
a) Worcester SH is presumably the shortened form of Worcester Shrub Hill.
b) Cheltenham is missing the Spa from its name. (However, is Cheltenham a destination for any trains from Paddington or do they all run through?)
A few of the places I thought were red herrings surprised me until I realised that Paddington now has trains running to its east!