As feared, and predicted, the 20:06 from Westbury to Cheltenham Spa via Melksham left on time.
Real fun here - even the Cardiff at 20:13 left before the arrival at 20:16 from Paddington and the people for Trowbridge and B-o-A are waiting for the 20:45.
As I would be over an hour late I asked if they would arrange a taxi, but as I asked at 20:17 after the had despatch the train from London onwards toward Plymouth, and then he took a while to look up the next Swindon train, he was then able to tell me it was less than an hour to the next train and he couldn't make any alternative arrangements.
Perhaps I should have rudely barged in while he was despatching and I would be almost home by now 
Why on earth do
GWR▸ sell really good fares London to Melksham on the busy Plymouth train with the connection that fails as often as it work, rather than on the Frome train that's just ahead of it? Not been on that one for a while but I suspect it is quieter, and the connections likely to work 90% not 60% of the time - save a fortune in delay/repay. Personally I would much prefer to be home 70 minutes earlier that get a refund on an already well-priced ticket.