Help, I am confused by the National Rail website. I want to buy tickets from Heathrow to Haverfordwest. I am coming in to terminal one. From this terminal there are only bus options to Reading with 2 more changes. If I were coming into terminal 4 I could choose Heathrow express to Paddington to Cardiff, still 3 changes but a quicker journey with no bus. Are there no trains between the terminals? Why isn't the Paddington option available from terminal one? Any advice appreciated.