We watched nearly all of it live, end-to-end.
When the procession reached Windsor, maybe around 3-3:30PM, there was continued coverage, but finally, they signed off with a “That completes our coverage of the funeral blah blah blah,” and as soon as they stopped…fade to black, pictures of Queen Elizabeth young and old, birth and death years, and then…and then…a huge splash of color, a big flourish of royal music, and a commentator announcing, “Welcome to our afternoon coverage of the funeral blah blah blah,” and they played all the significant bits back again for the rest of the evening.