The Caledonian sleeper bookings for mid March went online today and it looks as if the sleeper is not going to Fort William on the day I want. This would mean changing at either Glasgow or Kingussie.
So it's back to the day trains. I searched through various company and booking websites to find prices varied between £182 first class and £370 second class for 3 people. This is a direct train from Bristol to Glasgow where one of us is going anyway.
Of course, looking at these prices, I booked the first class reserved seats with food included. I'm not totally sure but think I may actually have booked 3 single seats.