If a passenger buys a 1st class ticket on a through train from Paddington to Heathrow Terminal 5, then there can be no doubt that a delay incurred between Heathrow T2/3 and Heathrow T5 would indisputably entitle the passenger to delay compensation for their journey through to Heathrow Terminal 5. Whether or not the NRCoT applies would be irrelevant. The fact that passengers making a journey from T2/3 to T5 can do so for free (in standard class) would also be irrelevant.
At the time the passenger travelled, it would have been all one company operating the trains to all terminals (this is no longer the case). So, at that time, if a passenger was to have gone through the same booking process, but choose their destination as Heathrow Terminal 4 and choose a Standard class ticket, it would not be unreasonable to expect delay compensation to apply just as equally as in the scenario given in the opening paragraph of this post. They would still be travelling with the same company, after all.
So, when it was all operated by the same company, I can see no good reason why the two scenarios should be materially different in respect of compensation in the event of delays.
At the time the passenger travelled, it would have been all one company operating the trains to all terminals (this is no longer the case). So, at that time, if a passenger was to have gone through the same booking process, but choose their destination as Heathrow Terminal 4 and choose a Standard class ticket, it would not be unreasonable to expect delay compensation to apply just as equally as in the scenario given in the opening paragraph of this post. They would still be travelling with the same company, after all.
So, when it was all operated by the same company, I can see no good reason why the two scenarios should be materially different in respect of compensation in the event of delays.