The thing is that there is (in my opinion, controversial) jurisprudence that says that member countries are required to have a gender recognition process. (I believe this is wrong, and a clear example of overreach by the ECHR, but the jurisprudence exists.)
The Equality Act isn't incompatible with Goodwin because the UK still has a gender recognition process. Men can still be legally recognised as women, and they don't even need to get their penises removed in order to do so. The Supreme Court has merely confirmed that male women are a special subcategory of women who should not be allowed in single sex spaces for members of the female sex, because this has an impact on the safety and privacy of female women. Trans women are legally women and retain the right to marry as women, die as women, claim their pensions as women and sit on the toilet contemplating their shiny new birth certificates, provided that toilet is not a female only toilet.
As wrong as I think the ECHR were to impose a gender recognition process on its member states, I am not aware of any ECHR jurisprudence dealing specifically with single sex spaces or what happens when there is a conflict between trans women's needs and women's needs. There is, however, a fuck load of jurisprudence around which rights are absolute (such as the right to life) and which rights are qualified rights which can be limited to the extent that they interfere with the rights or safety of other people (such as the right to a private and family life and the right to freedom of expression).
The principle is that your right to swing your fist ends where my nose begins, and ECHR jurisprudence is pretty consistent in applying that principle. I think the Supreme Court judgment is very consistent with that principle as well.
So in all honesty I do not see the High Court wanting to express an opinion that the Equality Act is incompatible with the ECHR. The justice system is extremely hierarchical, high court judges might want to be Supreme Court judges one day, and they have great respect for their elders. So, at best, the case goes to the High Court and the judge applies the above principle and finds that the Equality Act is not incompatible with the ECHR, but grants leave to appeal to the Court of Appeal, which does the same thing and grants leave to appeal to the Supreme Court, and the Supreme Court says, "No, we don't think the Equality Act is incompatible with the ECHR, and if we did we might have mentioned that in the For Women Scotland case" and at that point all domestic remedies are exhausted and McCloud/Lolyon/whoever can apply to take their case to the ECHR.
In my opinion going down this route would be an absolute disaster for the trans rights lobby worldwide, and potentially for the credibility and long-term survival of the ECHR, and they would be better off lobbying the Labour government to change the Equality Act, which would be much quicker and have a higher (but still not very high) chance of success.