I contacted Windsor Castle and got this reply if it helps someone else - good to know the baggage storage is only for the state room and no where else. Visitors to Windsor Castle must go through airport-style security measures on arrival. If luggage can be fitted through security scanners in an airport (i.e. the size of an item permitted onto an aircraft as hand luggage) it will be possible for visitors to take it into the grounds. However, in order to speed up this process, we advised visitors to travel with as little baggage and items as possible. Visitors must keep bags with them throughout the majority of their visit. However, there is a complimentary cloakroom facility available at the entrance to the State Apartments as no bags larger than backpacks are permitted in the State Apartments and must be checked in at the cloakroom. Should you require information regarding left luggage facilities outside of Windsor Castle, please telephone the Windsor Tourist Information Centre on +44 (0)1753 743 900. Your arrival time should give you enough time to go through security and see Changing the Guard from with the Castle, however this cannot be guaranteed and depends on queueing times on the day.

Inside or outside castle. Which is best to watch changing of the guard please