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Get to an Ikea or equivalent for one of their massive bags, disassemble on platform and carry on as normal luggage.
Side note- eventually a little bit of subterfuge won the day- as it was the gate guard who was refusing to let me on the train, but the train guard was all apologetic over the ridiculousness of the policy.
That's the unfortunate truth, probably won't matter 99% of the time, but of course It would be my luck to get the belm that takes his job super seriously and strands me in Paddington!