So here's how the sorry saga worked out (with a happy ending):
1. Original purchase - my mistake - knew PBoro was outside GC, but wrongly assumed LNER ticket office there could print gold cards for seasons within the zone. Was told I could exchange ticket within zone.
2. Went to King's Cross ticket office same day - [sniff and look of condescension] "no, there's nothing we can do"
3. Went to Peterborough ticket office again same day - "yes, any ticket office in the gold card area can reprint for you"
4. Went to King's Cross ticket office next day - "no, there's nothing we can do"
5. Contacted LNER customer services - "yes, any national rail ticket office in the gold card area will do this"
6. Went to a non-LNER national rail ticket office in the area - "no, I would do it for you but you didn't buy it from us so I can't help, sorry. Here's a blank Gold Card ticket to take to Peterborough though"!
7. Went to King's Cross ticket office - "I don't know, will have to check with manager". Manager - "No, I've just received an email telling us specifically not to do exactly what you want to do".. what a coincidence... "Customer services are in the wrong"
8. Left, rejoined the back of the same queue at the King's Cross office - "yes, sure, I'll do that for you right now"! Somehow resisted temptation to go back to other staff and manager to do a victory dance.
I have to say this and a couple of other similar experiences have left me with an fairly low opinion of several of the staff at the King's Cross ticket office. I will be writing to LNER to express my views, not that I suppose it will achieve much. Thanks to everyone on this thread for your help and advice.
By the way, only had the split tickets checked once on the trains into London so far - inspector was curious but didn't object - she asked me if I minded whether she could take a photo of the "unusual" combination - I said sure, then she left me to enjoy the overheated comforts of a bumpy East Coast ride into town