It's probably my fault, but following the signs onto the A4 Bath Road it simply never occurs to me to have to re-enter the airport area to loop back round onto the Concorde-not-really-a-roundabout junction to get onto the M4 spur/M4/M25/M40!
No need to, you can get down to the spur from the west (West Ramp), by the fire station...
map here.