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Yes, it's definitely a nice walk. We've also walked from Hall Road to Hightown then had something to eat in The Hightown pub, near the railway station. Sadly, I think that's currently closed down, though.
I forgot to mention the Bus Yard earlier, although Andy Muller (and now JerseyKloppite) rectified that oversight. On the promenade at the back of the marina in Waterloo. Only open in the summer months but a nice little place to stop for a drink and some food. Dog friendly too. There was even a horse and rider there one afternoon I was there. Great view of the beach and bay. Lovely if the weather is nice.
The good thing about going on a particularly long walk north from Hall Road is, as you know, the Liverpool - Southport railway runs parallel, so if you get too tired to walk back you can just jump on the train at Hightown, Formby, Freshfield etc.
For anyone not aware of this it's worth mentioning that you cannot walk all the way to Formby on the beach itself. This is because of the River Alt estuary emptying into Liverpool Bay at Hightown. You have to get off at Hightown to get past the Alt. As kids we tried to ride our bikes from Southport to Waterloo on the beach, not knowing we couldn't do so until we rode up to the River Alt.
Regarding the bricks and stonework on the beach. I'm surprised there's any left these days given that so many people take stuff home with them. Some of the bricks have names of where they were made on them. I actually took some stones from there to use in therapy. I met a woman down there recently. She was from Canada, and looking through the rubble, so I told her why it was there and where it was from. She was fascinated by the history. It's easy to forget the rich history of our own surroundings at times.
Edit: I couldn't see the carrot-nosed face.