All airline passengers traveling to/from Prestwick airport railway station receive 50% discount from/to anywhere in Scotland on the standard rail fare. See also
this page. This offer makes it likely that you would save money by buying more than one ticket for your Prestwick Airport - Sheffield journey.
Prestwick Airport - Sheffield is a long journey, made longer by engineering work planned for Sunday 1 September. The cheapest tickets I can find are:
2 half-price Singles Prestwick Airport - Lockerbie @ £11.80 = £23.60
2 Advance Singles Lockerbie - Preston (Lancs) @ £12 = £24
2 Advance Singles Preston (Lancs) - Sheffield @ £12 = £24
Total
£35.80 each = £71.60.
This combination is currently available on:
1621 Prestwick Airport - Glasgow Central 1705
1735 Glasgow Central - 1831 Lockerbie 1832 - Preston (Lancs) 2002
2047 Preston (Lancs) - Manchester Victoria 2123
Tram Manchester Victoria - Manchester Piccadilly
2215 Manchester Piccadilly - Sheffield 2304.
The Advance tickets are valid only on the train(s) specified. The Prestwick - Lockerbie tickets can be bought on the Prestwick - Glasgow train because there is no booking office at Prestwick Airport railway station. If you catch an earlier train from Prestwick, that's fine but you still need to wait in Glasgow for the 1735 departure because that's the train on which you start using your Lockerbie - Preston Advance ticket at 1832. The price above does not include the price of the Manchester tram (£1.40 each iirc).
The Advance tickets are likely to increase in price, and should be bought now to obtain the £12 fares.