I'm thinking - might it have been a temporary diversion while there were track problems or track works on the route out of St Pancras?
It's theoretically possible - about the only possible route would involve the train from Marylebone continuing on the (usually freight train only) line beyond Aylesbury, turning on to the (again, freight only) line to Bletchley, then the Bletchley - Bedford line and re-joining the Midland Main Line there.
Railway operations are such that you can't just stick up 'diversion' signs and expect train drivers to follow them - train drivers require 'route knowledge' (as in knowing where signals, speed restrictions and so on are - and being able to know where they are in the dark), so if this did happen, it would have been a fairly major exercise with a fair amount of prior planning, not something done on the spur of the moment to deal with a short term problem.
It would also almost certainly have attracted the attention of railway enthusiasts with cameras who now have accounts on Flickr and the like - I have done a few searches for plausible combinations, and drawn a complete blank.
Memory is an odd thing - and there is a fair amount of discussion in historical academia about oral history (individual's memories rather than the 'official version of events') and the risk of recollections being blurred, particularly over one-off rather than every day events.
A few months ago, I got involved in an argument on a transport forum over whether there was a tram route through a particular chunk of London - someone was insistent that he travelled on a tram through a bit of London's west end in the 1930s. No published work (and there are a few) or any London Transport map of the era (and some people do have copies) that anyone else had showed any record of a tram route through that area, and some books record various proposals that were vetoed by combination of land-owners and borough councils in the west end. The person in question was still convinced that his memory of it carried more weight than any references we could quote.
I wouldn't worry about it too much...