For some reason, it's cheaper to buy a ticket from Newcastle to Haymarket and another from Waverley to Leuchars than to buy one ticket for the whole journey, or any sensible combination.
I have checked the rules. They say:
You must travel on the date, time and trains specified. You may not start, break and resume, or end your journey at any intermediate station except to change to/from connecting trains as shown on the ticket(s)
which is fine, because I don't intend to break my journey anywhere.
What they do not say is that you can't travel on two valid tickets at once, and I will point that out to them if they complain :)