Thinking about it, I used to get off the train, watch the loco being attached to the rear and also get on that portion. You could argue when I did it that way there was not really a change of train.
However it has brought back another memory. I used to get an overnight train that left Edinburgh for Inverness and joined with a Glasgow portion at Perth (so two different locos so far, then the up portion from Inverness would cross but both stop at Pitlochrie (I think but my records are back in the UK) may have been a driver and crew changeover too, I would detrain, walk over the footbridge without leaving the station and get on that portion to Glasgow. I think it was about 03.15 in the morning. Crazy things I did in those days for haulage. Never ever left that station.
So now I think about it, haulage related, I have never left the station at Stalybridge. I would do Victoria to Staly on a generator or Peak, get off at Stalybridge, cross platforms and get another train back to Victoria. In the 1980s there were Liverpool Newcastles and Liverpool Scarboroughs and Liverpoool Yorks. Plenty of haulage by loco.