Walking from the Palace Theatre to King's Cross after 10 PM is generally reasonable, especially if you stick to well-lit main roads. Central London is still quite busy at that time, particularly around the West End, although some streets through Bloomsbury can be quieter.

That said, taking the Piccadilly line would probably be the safer and more convenient option, especially if you're travelling alone or unfamiliar with the area. Rather than getting off at Russell Square, you could stay on for one more stop to King's Cross St Pancras, which may be closer to your hotel.

The Underground isn't completely risk-free, but you'll generally be around other passengers and station staff. If you prefer walking, stick to main roads, avoid quiet shortcuts, and keep your phone and valuables secure.

Personally, I'd take the Tube after a long evening at the theatre, but I wouldn't consider walking that route at 10:30 PM particularly dangerous.

Oxford is definitely doable as a day trip from London, even if you're travelling alone and don't speak English. It's a very walkable city, and you won't need a car.

The GWR train from Paddington takes around an hour. You can buy tickets at the station on the day, but I'd recommend booking a return ticket in advance, as it's often cheaper, especially if you can travel outside peak hours.

For Harry Potter locations, I'd prioritise Christ Church, the Bodleian Library's Divinity School, and New College. I'd book directly through their official websites rather than third-party ticket platforms, particularly for Christ Church, where tickets can sell out.

Since you enjoy photography, don't miss Radcliffe Camera, the Bridge of Sighs, and Christ Church Meadow. Port Meadow is also beautiful if you have extra time and prefer natural landscapes.

For lunch, the Covered Market has plenty of casual options that are comfortable for solo diners. The Vaults & Garden Café is another lovely choice near Radcliffe Square.

Early September can still be busy with tourists, so reserve the attractions you really want to see. You can easily explore most of Oxford independently using Google Maps and a translation app. I'd also suggest checking [your website link] for additional travel tips and itinerary ideas.

Enjoy your trip! Oxford is a wonderful place to spend a day, especially for a Harry Potter fan.