I've always been kicked off at Loughborough Junction just before it turns the corner. If I end up on a bus that stops there, I just walk on round the corner to the first stop on Shakespeare Rd and pick up a bus to the Police Station (since there are several)

Or I get off at North Dulwich station and hop on the 37

I'm laughing at the mental image of a P4 heroically chasing another down along Dulwich Common though. Usually they are pretty good about waiting for people to transfer but I have seen one scenario where someone ended up almost chasing one down to get him to stop.