There wasn't a direct MG connection to Lucknow. Some stations en route had dual gauges [both BG + MG] , upto BUW I think, but trains coming in from GKP where on MG which branched off to Sitapur and then returned to Lucknow Jn [the STP-LJN service was opened pre 1900 only].
Interestingly, there was a station called 'Bahramghat' on the shores of Ghaghra when Elgin Bridge was not build. Trains, for some time, used to terminate upto there.