Sorry. They say the train will only go to Bournemouth.
What happens is that the train divides at Bournemouth and five of the 10 carriages, presumably the "intersex" one are taken off and the rest continues to places like Wool and Upwey and on to Weymouth. So at Bournemouth you would get an announcement asking all passengers for Bournemouth and any intersex passengers to alight. Pity as you can now change at Wareham for the steam train to Swanage, which many passengers, including intersex ones, would enjoy.
(Slightly off topic but you alight at Weymouth for the large prison on Portland, which has a specialist secure sex offenders unit, which amongst others housed Gary Glitter. I know someone who works at the prison who says he hates working shifts on that unit, mainly because prisoners are a lot more manipulative than the general population but also because a good proportion are now trans identifying and he dislikes the gas lighting of having to call big manipulative blokes by their preferred pronouns. Perhaps that is why the train from Weymouth to Bournemouth is not as transinclusive. )