I can't find a better way than the original advice, assuming the train doesn't call at one of the ECML shacks:-
LEI-DON (Route Peterborough) SOS £9.40
SHF-YRK (Route Any Permitted) SDR £3.80
YRK-DAR (Route Any Permitted) SDR £4.50
However, on reflection,
if your train calls at Retford, you could split Leicester-Donny at Retford as follows:-
LEI-RET SOS 6.10
RET-DON SDS 1.70
Or, if it calls at Newark:-
LEI-Newark Stations SOS £3.10
Newark Stations-DON £3.45
Or, if calls at Grantham:-
LEI-GRA SDS £3.00
GRA-DON SOS £4.85
Another alternative, if your train calls Retford, is to get a ticket from Kiveton Park to York instead of Sheffield to York. This is the same price as the Sheffield ticket, but is valid via Retford for the outward journey, and valid via Sheffield for the return journey. You can start and end your journey 'short' so it's perfectly legit. Sheffield is the shortest route so valid by default, and Retford is a permitted route on maps
PS +
ER. That means you do not need a Retford-Doncaster ticket.
If the train calls at Retford AND Newark (unlikely but...), this can be done for ultra-cheapness:-
Leicester - Newark Stations SOS £3.10
Newark Stations - Retford SDS £1.70
Kiveton Park - York SDR £3.80
York-Darlington SDE £4.50
That brings the total down to £13.10 (again bear in mind these are last years fares), which is a saving of approx £10 compared to through tickets.
I think I've done this journey to death now though, if you want any more combinations download Avantix Traveller
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Discussion and link here)