Caledonian Road is not a valid OSI recognised by TfL, despite TfL confusing people into thinking there is with their mapping!
The dashed line between interchange blobs on the tube map is in the key as "Under a 10 minute walk between stations" and in most cases is pointing people to OSIs. This is one of the 5 cases where it isn't (Green Lanes - Harringay, Green Lanes - Manor House, St Pauls - City Thameslink and South Hampstead - Swiss Cottage being the other 4).
The dashed line between interchange blobs on the tube map is in the key as "Under a 10 minute walk between stations" and in most cases is pointing people to OSIs. This is one of the 5 cases where it isn't (Green Lanes - Harringay, Green Lanes - Manor House, St Pauls - City Thameslink and South Hampstead - Swiss Cottage being the other 4).
I only knew that this was the case at City Thameslink/St Pauls and Swiss Cottage/South Hampstead. Thanks again!