To Bath Spa via train

This is completely NOT the answer to your questions, lol, but you can also take a National Express coach (bus) from Heathrow direct to Bath. The Bath coach station is just next to the train station. The coach station in Heathrow is between Terminals 2 and 3 and is well-signed. I see you have the HEX tickets already but it might still save time and money to dump them and take the coach.

Tickets for the Railair coach to Reading would in my opinion have been a better idea since you're going to Bath. But, to answer your question, it depends on your ticket. An advance ticket is only valid for the train you've booked, unlike anytime and offpeak ticket.

Are ticket time sensitive, ie if I purchase 13:30 ticket can I take a later train?

Sometimes, the cheaper tickets are restricted, the more expensive ones not.
If you find a train, and click on the price, it will list all the options. Of you hover your mouse over each option, it shows the rules. An "Anytime" ticket is valid on any train, but costs more.
If you have reserved seats, those only apply for that one train.

Is it cheaper to purchase a Friday midday ticket in advance (15.50 euro) vs same day tickets (?)?

Same day tickets are always usually more expensive, occasionally the same price, never cheaper.

We arrive LHR mid morning from Seattle and LA and have Heathrow express tickets to Paddington. Might want to get lunch before heading on to Bath Spa.

In which case, "book tickets to Bath Spa from Paddington Station." is the wrong question.
The right question is "how do I get from Heathrow to Bath", an dthe answer is connectiong bus to Reading station, then train.

Badger and Chris
Thanks for your quick reply’s. Think I will just book the open tickets to make it easier in case we decide to stop for lunch in London. Our friends have never been outside of LHR so it will be fun to introduce them to the Tube and Paddington before our train ride out to bath. The Jane Austin festival is on thenso we may push all the way to Bath for some day light after the long 9 hour flights.

Any Recommendations near Paddington Station?

By the way, tickets will be priced in pounds not euros. The euro is not the currency of the U.K.

Pounds or euros you are right and I have no good excuse for that one.
Thanks for catching that one
Don

Might as well give them the pub grub experience.

Walk out to Praed street, turn right and walk past the Hilton. Across the road is the Pride of Paddington. Large refurbished pub.

Trust the Barclay's bank with its 2 ATMS is still next door to the pub. As I walk to my accommodation that's where I've gotten my pounds for years.

Recommend taking National Express instead of train to Bath.

Thanks CZ for the recommendation. However we specifically want to take the train.
Safe travels always