You can get First all the way from Leeds by using XC connection (every hour), it comes down to what you interpret by '+connections'. But seeing as that isn't defined anywhere, i'll take whatever interpretation favours my travel plans.
I wish you luck with your interpretation, but immediate success is not guaranteed. The
terms & conditions for EMT Advance tickets state
Tickets are valid ONLY on the date and train service(s) shown on the ticket(s). Where applicable, you must travel in the class and reserved seat(s) shown on the ticket(s). ... You may not start, break and resume, or end your journey at any intermediate station except to change to/from connecting trains as shown on the ticket(s) or other valid travel itinerary.
Changing trains without leaving the station is not
break of journey, and it is not obvious from reading these conditions that observing
valid travel itinerary is compulsory, but that is how XC staff have been instructed.
Ticket checking staff on CrossCountry know that the itinerary does not show an XC service unless a reservation is issued. I was asked for advice by a pasenger holding a London - Leeds route EMT & Connections First Class Advance ticket. The EMT train was due to arrive at Sheffield at xx04. The connection shown on the web site at the time of purchase was into the xx18 Northern service to Leeds. The EMT service was late and this connection was just missed. The passenger boarded the next train to Leeds, the xx21 CrossCountry service and sat in First Class accommodation. The train manager refused to accept the validity of the ticket until confirmation had been received from Control of the late running of the EMT service. This took some time. The passenger's comlimentary cup of tea was not served until well north of Wakefield.
If this continues, I can see a test case arising.