Just to be clear, if you are visiting Oban and Fort William (and possibly also Kyle of Lochalsh - if you're doing both Oban and Inverness, the journey via Skye and Kyle of Lochalsh then by rail back to Inverness is very worthwhile and way better than the tourist tat you get around Loch Ness), all of these lines have no first class. You'd get a decent first class service on London to Edinburgh, and, if it's after May, you will hopefully get a similarly good first class service on the Glasgow/Edinburgh to Inverness service.

So you're aware - there are direct sleeper trains from London to both Fort William and Inverness. Waking up at Crianlarich or Pitlochry to stunning scenery from your own compartment is a lovely way to start the day. There are brand new trains due to serve these routes later this year: Caledonian Sleeper ? The dawn of the new sleeper train