Collecting your ticket for Heathrow Terminal 5 to Bath Spa via RailAir

https://www.firstgroup.com/berkshire-thames-valley/rail-air/faqs

This may help

EDIT-- from the above website

When you have completed your booking, you will be e-mailed your booking confirmation within a few minutes. This e-mail will have your journey details as well as your unique booking reference number. This will be your e-ticket. Print this e-mail and hand it to a member of staff when boarding. Please keep your e-ticket for the duration of your journey.
If you haven't received your email ticket in your inbox, please check your spam folder.
As an extra measure you have the option to resend your email ticket: Log-in to the website using your username and password, and within the My Orders section (Hover over your username to access this menu) select to view your order and there is a resend ticket button at the bottom of the page.

Thank you for sending this link, but I’m still a little confused - unless the paper ticket is only needed for the train portion and not the bus. I don’t think I have the type of ticket that I can use my phone to verity. The email confirmation that I received says that if I am starting from a station that does not have a self service ticket machine, I will basically have to go to a different station to collect my ticket. With the self service station, you insert the credit card you used to purchase the ticket. It also says if you are not able to collect your ticket, you will have to pay full fare to board. I have sent an email to GWR. If all else fails, I will request a refund and start over. Thank you again for replying to my post!

Firstly it is nearly always cheaper to buy the Railair coach separately from its own website/app than as a through ticket with rail.

Secondly you won't be allowed on the coach without a ticket. The driver checks these.

From whom did you buy the ticket? Most will give you 24 hour grace period to change without charge if you contact them.

I’d buy your railair ticket separately from the train ticket. Check and see if there is any price advantage to buying the ticket in advance. Unless there are savings, I’d just buy this ticket at Heathrow.

What time do you arrive to Heathrow? There is no price advantage to buying an anytime fare in advance. If you happen to be departing from Reading during an offpeak time, you would save some money by buying an offpeak ticket. You could just wait until you arrive in Reading to buy your ticket to Bath.

Thank you. I purchased the tickets through the Great Western Railway GWR website. There was a discount for purchasing more than 30 days in advance and I opted for an anytime ticket since I have no idea what time we’ll be able to get through customs or if our plane will be late, etc. It is worth it for the peace of mind to not be tied to a specific time. However, it does make sense to perhaps purchase the shuttle ticket separately. The ticket I purchased is fully refundable.

GWR will refund any ticket bought online within 24 hours for no fee. However, I would query with them the collection as it used to be possible to do this from T5 as well as the others (although it wasn't long ago when it wasn't possible at all).

Beware that some Anytime one way tickets can be virtually the same price as a return. If I walked into Reading station today and asked for an off peak return to Bath & back it would cost around £47 - providing I was travelling off-peak - which in this case means the 10.59am departure or later (with a similar rule applying for the return). These time limits only apply on weekdays due to the numbers of commuters. Higher fares apply to trains at peak times.

Thanks everyone for all the helpful replies. I heard back from customer service at GWR and the agent suggested that I show my confirmation to the bus driver at T5 and explain that I was not able to print a ticket. However, I decided to just request a refund and start over. Now the issue is that the GWR Website won't issue a refund without a UK address even though it gave me the option to purchase a ticket using a US address. I have written back to customer service, so I will post the outcome once I get it all settled.

According to National Rail T5 does have a ticket collection machine, see https://www.nationalrail.co.uk/stations_destinations/HWV.aspx

You can always pick up a ticket from any collection point, it need not be the one you gave on purchase.