I can't help you on the HRP membership, but would advise you, as is always worth trying with call centres, to call back and try again, to see if this Amanda character was more accurate than this Emily character. Alternatively, could you have it delivered to your hotel, at least to reduce the transport risk. I'm sure if you give you advance notice, they'd be happy to take a letter for you.

However, on Windsor, you won't be able to get the combination ticket before 9.30 because discount rail tickets are not available before 9.30 on weekdays: this is commuter time, and you'll pay the price for the privilege of travelling during it (yes, even against the flow): £14.60 instead of £7.70 return.