Curious; I had always remembered that you had to turn left (i.e. south)
from the northbound thameslink platform to get to the tunnel.

If the northern line runs under pentonville road, why/how do the
platforms have ex-lift shafts between them that you can see glimpses of
natural light, and air from? These can't surely be under the road -
there aren't any obvious large round holes in the road leading to the
platforms.