The Somerset and Dorset Railway was independent at this time, and the B&NSR made overtures to that company about an alliance or merger. This seemed to be a more fruitful way forward, and Parliamentary Bills were deposited to authorise the merger, and a physical connection at Shepton Mallet, but in May 1866 it emerged that the S&DR had undertaken to route major traffic flows via the Bristol and Exeter Railway, with which it connected at Highbridge. This frustrated any advantage for the B&NSR in merging, and its Bill was withdrawn.