Does anyone have any idea when SW Headcode 15 Waterloo - Horsham was
last used (if ever)? Was there ever a service Waterloo -
Littlehampton/Bognor/Portsmouth via such a route?

My 1968(-ish) Ian Allan BR Headcodes gives 17 (not 15) for Waterloo-Horsham,
but nothing else routed via Horsham. The Oct. 1947 SR timetable has an hourly
Waterloo-Horsham taking about 1h20m, with a 10m wait at Dorking North to
allow a limited-stop London Bridge-Horsham to pass; on Sundays they did better
with no wait at Dorking. The summer 1962 BR(S) timetable is virtually the same
as 1947.

Ah, so it actually precedes the route becoming 15. How typical that
the headcode was made distinct after the service stopped...

1939 Headcodes
15 Effingham Junction via Epsom
16 Guildford via Epsom
17 Dorking/Horsham via Epsom
18 Chessington South
19 Worcester Park/Epsom/Leatherhead
65 Littlehampton via Epsom
67 Bognor via Epsom
69 Bognor via Epsom and Littlehampton

1961 Headcodes
15 abolished on SW Main
16 Effingham Junction/Guildford via Epsom
17, 18, 19 as before
65 Littlehampton via Epsom
67 Bognor via Epsom
69 Wimbledon * - Bognor via Epsom and Littlehampton

* I suspect this was meant to read Waterloo

1981 Headcodes
15 Horsham via Epsom
16, 17, 18 as before
19 Epsom/Leatherhead
65, 67, 69 abolished