It would be nice if Train Mangers on FGW▸ advise change at Chippenham for Melksham.
I have heared them advise to "change at Chippenham for Melksham" on the 18:00 & 18:30 from Bristol Temple Meads.
It would, indeed, Sion ... in fact it would be nice if train departure posters showed TransWilts services much better. When I was at Salisbury on Friday, I had a look at the places listed on their boards. Trowbridge was there, but not Swindon nor Chippenham nor Melksham. I appreciate that there is limited time (on train) and space (on boards) for service and connection information, but considering that all (both!) weekday trains from Melksham call as Salisbury, you would think that the departure board would helpfully show the return journey options, wouldn't you?