For late-night travel, Thameslink and Southern run overnight services on some routes

https://www.scribd.com/document/1077066259/Heathrow-to-Gatwick-Airport-Transfers-Coach-Taxi-or-Train-174457

For late-night travel, Thameslink and Southern run overnight services on some routes. Check schedules in advance, as frequencies drop and planned engineering can affect journeys.