Prince Harry, the Duchess and Duke of Cambridge with their wands on the set used to depict Diagon Alley in the Harry Potter Films
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The 24-year-old was unarmed and the incident is not being treated as terror-related.
Some platforms have been taken out of service with disruption expected to continue until the end of the day.
The Met Office has extended its weather warnings for snow and ice to cover vast swathes of the country, including London and the South East.