I wondered if anyone can help me. I've just had a very unhelpful
discussion with a ticket vendor at Finsbury Park station, but i don't
entirely trust his response.

I'd like to travel from Finsbury Park to Shelford (Cambridgeshire).
There are two obvious routes: (1) train to Cambridge and then train to
Shelford; (2) Tube to Tottenham Hale and then train to Shelford.

I'll probably go via Cambridge, but coming back it looks like both
routes may be quickest depending on when I arrive at the station
(which is a random variable).

Last time I did this I was sold a ticket:

From: U23* LONDN
To: Shelford Cambs
Route: NOT LONDON

I've now been told this is wrong as it won't allow me to travel from
Finsbury Park to Shelford via Cambridge.

Is that right? Is there any way I can do this (I don't mind having to
buy underground tickets as well if necessary)?

Your help would be greatly appreciated. If there is a website that
explains all this, I am happy to look there.