John, I don't run anywhere with any of that! I ride/tow to the station. Walk the bike through the station with the trailer towing behind. Find out from the information board, or from station staff, which end of the train will have the bike compartment. (Opposite end of the train from First Class, on Cross-Country services.) Park myself at the appropriate point of the platform. And only then do I fold the bike and stow away the trailer wheels.
If necessary I can pick up the Brompton in one hand and the Cylcone in the other, and walk a few yards, but I prefer not to. I'll lift the big bags one at a time on to the train. The Brompton fits okay on the normal luggage rack. The Cyclone is harder because it's a little too long, and sticks out. It can stand up in the space behind a seat, but I try to be near the bike-storage space at the end of the train, because (if not already full of bikes!) it's easier to put big bags in there.
I admit that it is a bit of a hassle. On the other hand, to get to (for example) Paddington, put everything back on wheels, and ride off the two miles to Euston for my next train, is very satisfying. No dependence on taxis. (And not much slower, given London traffic!) Scotrail sleeper trains do have extra luggage spaces, although when I had a sleeper compartment to myself, I kept it all with me.
By the book, train passengers are allowed 2 large bags and 1 small one, which is what is shown in my ready-to-go photo. However, by stretching it to 2 large and 2 small, I can speed up the process: I have an open-topped front bag on my Brompton, which is packed away in the photo. If I keep this out and separate, it's big enough to take the trailer wheels, towbar and my helmet, which is faster than packing them all away in the holdall.
I don't do quite as much as the A to B group with my car-free lifestyle, but I try!
Mary