What is the likelihood that anything would come of not telling the first station (Shoreham in this case) that you're changing frequency? Obviously it is good airmanship and polite and 'generally a good idea' but surely they'd not send out a search party if you didn't do it?
I once got out of range of Birmingham, from whom I was receiving a FIS, before I could sign off. When I got to my destination, they'd phoned...not sure if it was to complain or to make sure I was safe or both. So now if that happens, I ask someone to pass a message, or phone as soon as I'm on the ground.