Indeed Jacqui, thanks for your post – or at least, I think so!
Perhaps it has confused it even more, or has it? Your post may have made things clearer, and even rendered them (in the words of a well-known tv programme) – plausible!
Richard, like you I looked up the episode in my books, but only found one passage with additional information, in Carola Oman's 'Nelson' (usually a reliable source). Here, she says that a boy watched '... a post-chaise summoned from the 'King's Head' dash up to the front door, and the master embark.' So, it looks as though I was wrong in assuming his Lordship, used his own carriage. I don't know where the 'King's Head' mentioned might have been situated, perhaps in Merton itself, but it sounds as though it was quite usual to run and fetch a chaise to your door, a bit like we might call a taxi today.
Oman mentions both Guildford and Liphook. With reference to the first she says: 'A prayer which he entered in his private diary, later that night, while horses were being changed, probably at Guildford, was copied by Doctor Scott.' There then follows the prayer already mentioned. Then at the beginning of the chapter on Trafalgar: 'He drank tea, by candlelight, at the 'Anchor', Liphook, and arrived at the familiar 'George', Portsmouth, at 6 am on the morning of September 14th.'
Jacqui, even though your information may seem to have put Burford Bridge back in the running, I still am still not convinced. If the story is true, why still treat it as a myth – or to put it another way, if it is true, why have not more Nelsonian historians picked up on it? Most however appear to stick rigidly to the London-Portsmouth road scenario. Perhaps they just don't think it important enough to mention, due to the nature of the journey?