Been there, ended up on the emergency slip road from Milton Common onto the M40, at 3am. The only prohibition sign was on the back of the gate... which was propped open at such an angle as to be invisible to left turning cyclists.
Something did seem wrong when I took the turn, but the road signs said 2nd left for the A40 - it seems that they didn't count the farm entrance.
Same bike and location, different time of day:
This is when I stopped for a moment because it felt not quite right:
As you can see, not much to see. Certainly no big blue start of motorway signs.
What followed next - "Hey, bike lane... oh, wow, this is wide, is it a bus lane?... Oh. Bollocks."
But I carried on to the next exit, because I didn't fancy contraflowing an unknown slip road, and a passing vehicle illuminated the sign for the next exit (which was less than 1 mile away).
Which was another 1.5 miles of motorway spur back to the A40, but it's effectively the same road as the A40.
Probably not enough time for the local constabulary to make an appearance, but for every passing vehicle, that was my main concern!