If you split ticket, i.e. a East Croydon to H Heath return and a Albion ticket, the train must stop where you split your tickets, it is a well known condition and well publicised on all the sites like Money Saving Expert.
It's just as easy and just as quick to jump on the fast Thameslink from...
No, you've already answered the question, the train needs to stop at Haywards Heath but whether somebody would enforce it to the exact letters of the law is another question, I wouldn't have done but then I'm an Albion fan so always looked after my fellow supporters but whether someone else...