A journey can consist of multiple trains. The only restriction is that the trains in your country of residence must be on the same day. The same is true for the inbound journey.

So you must travel the whole distance in 1 day-this means that f.e. using this overnite Caledonian TO LON for the continent will involve buying a ticket for LON-T/Ch-unnel-except that these tickets are not sold and would, if they did, probably cost even more as you have to cough up for the expensive surcharge. You can also use it to go to airports-f.e. Gatwick and use a cheap flite (might cost much less as this surcharge+all the other surcharges in FR for TGV) somewhere. In fact-using the same travelday and with a very early start you could even after the flite to Spain use same ticket/day for the trip from airport to town on RENFE. As you can predict, it has all been to the very last possible possibility been explored by the scores of british trainfans.

As this is for the Brits thus an unbelievably cheap alternative to the expensive as hell local tickets, there are many reports that ticket checkers will want to see genuine proof of the trip out of the UK.