This train uses the same station as the Heathrow Express. The 'Express', though, is a direct train, whilst the 'Connect' is an omnibus. Why this naming and why encouraging this confusion, who knows.
To take the 'Connect', one has to go to the platform for the 'Express', and watch the paintings on the train, the inaudible vocal (very vocal, indeed) announcements, or the electronic panels far away at the platform, if your eyesight is long enough. If a passenger, new to London, takes the wrong one, it may be your second argument in the day, after the one with the stubborn gorilla at immigration.
From London to Heathrow, I had a case when the scheduled train did not come, with no explanation whatsoever. A taxi, called just on time, prevented me to miss my flight. Hence never again in this direction.
From Heathrow to London, the Heathrow Connect is quite a rarity (every half an hour, by my memory). One has to go to the ticket machine, enquire with staff hanging around if the wait will not be too long, and then, according to the availability or not of this train, to come back to the Underground, or to rush to take the train, maybe miss it and wait, or go back to the Underground. With some hours of flight, sleep to catch up and jet lag in the brain, this is quite an undertaking one could do without. Hence never again in that direction, neither.
Except, that is, when the Underground comes up with the usual stories starting with 'due to'. Leaves on the line in autumn, wrong kind of snow in winter, signal failure all year round, etc., the list is much longer. Then taxi and Heathrow Connect (or was is Express?) are the remaining solutions.
The trains, for being badly organised as seen above, are quite new and comfortable. But the ride is not cheap, compared to the Underground.
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