At one time they weren't valid on TOCs which did not operate services within the London travelcard area - eg East Midlands, East Coast, West Coast - when travelling across that boundary in conjunction with a Day Travelcard. Is that still the case?
Generally speaking Boundary Zone tickets are only available to destinations in the Network Area (Peterborough is a notable exception, being outside the area).
To clairify, a Zones 1-6 Travelcard with a:
Boundary Zone 6 to Stevenage ticket is valid on VTEC services
Boundary Zone 6 to Peterborough is valid on VTEC services
Boundary Zone 6 to Luton is valid on EMT services
Boundary Zone 6 to Bedford is valid on EMT services
Boundary Zone 6 to Milton Keynes is valid on Virgin Trains services
Boundary Zone 6 to Reading (route Slough) is valid on FGW services