The National Conditions of Travel clearly state that you may use more than one ticket to complete the train journey provided that "the train you are in calls at a station where you change from one ticket to another" and this means that split ticketing is allowed and legal.
The following extract from section 19 of the National Conditions of Travel could not be any clearer:-
19. Using a combination of tickets
You may use two or more tickets for one journey as long as together they cover the entire journey and one of the following applies:
(a) they are both Zonal Tickets unless special conditions prohibit their use in this way. The Ticket Seller will, if you ask, advise you whether you can use a Zonal Ticket in combination with another ticket.
(b) the train you are in calls at a station where you change from one ticket to another;
(c) one of the tickets is a Season Ticket (which for this purpose does not include Season Tickets or travel passes issued on behalf of a passenger transport executive or local authority) or a leisure travel pass, and the other ticket(s) is/ are not.
This means that split ticketing is allowed and legal on all train serving the National Rail network. You also do not have to leave the train and get back on it in between the start and end of your journey.
To confirm this information is correct you may refer to section 19 of the National Conditions of Travel that you may download via this link.
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