If it's two separate tickets, I'm inclined to agree that going via somewhere else (presume there's a way of doing it via somewhere like Birmingham?) might not be accepted.
If they are the sort of advance tickets where they are only valid on particular trains / train operators, then there's even less chance of them being accepted on another train / route.
Getting on whatever train you like and hoping for the best might go OK, but it might result in you being charged anything up to full fare for the journey you're making if the ticket/s you have are not valid.
Did you get the tickets online or from a real ticket office? Is there a chance to go in to a ticket office and ask? If there is a better way of doing it, you might be able to exchange the tickets for ones that do it better, but not sure if they charge a modest fee for doing that.
Also, if each ticket is to / from 'London Terminals' then it probably doesn't include the underground from Paddington to Euston. 'London Terminals' doesn't mean 'any terminus station in London', it means 'any London terminus that is valid for that journey', e.g. any journey from the old southern region to 'London Terminals' means the old southern region terminus stations, and only as far north as (from memory) City Thameslink. Crossrail or whatever the heck it is called will probably have similar restrictions but I haven't needed to think about that just quite yet.