Dartmouth had a station but never any trains.
Shaftesbury was really served by Semley, about 2 miles north on the main Salisbury-Exeter line, and well within being called Shaftesbury Road as elsewhere on the LSWR. I suspect the fact that Semley is in Wiltshire but Shaftesbury is in Dorset may have something to do with it. Unlike the "New Town" examples above, Shaftesbury was even more significant in the area in Victorian times than it is now. Given this line's liking for short branches from the likes of Yeovil Junction or Chard Junction, that is another slightly surprising omission. Semley (like Chard Junction) only ever had infrequent local trains, and closed when all the other wayside stations on the line did.
Lyndhurst in Hampshire was ill-served by Lyndhurst Road (which, if it's now Ashurst, would be better resited about a mile to the north), everyone uses Brockenhurst for the expresses. A station taxi driver taking me on a trip between the two said he did it about 10 times every day.