I have a vague (very vague) feeling that it was Essendine. This may have been because there had been an arrangement with those involved with the Stamford & Essendine Railway so that passengers of its trains could have better connections. Or it may have been something demanded by the Marquis of Exeter, even though Tallington was nearer Burghley House.
But this is, as said, very vague. I am thinking back over forty years.