Turned out to be wrong as far as the specific case is concerned, but is otherwise correct
All Eurostar services are subject to Juxtaposed border controls. That means you clear the UK border somewhere on the Continent (generally in France, except for Brussels where it's in Belgium), and hence you also exit Schengen there too. Depending on the station, after Eurostar checkin you either do security first then France/Belgium exit then UK entry, or France/Belgium exit then UK entry then security.
Because of this, only stations that are fully setup with local and UK border staff on hand + appropriate facilities + segregated platforms can act as the "final" departure station for a Eurostar train. Pretty much, that means the "initial" set of Eurostar stations. That covers the "normal" ones of Calais / Lille / Paris / Brussels, plus the "special" ones running from the beginning of Disneyland Resort (Marne-la-Vallée/Chessy) and 2 of the Ski stations (Bourg St Maurice / Moutiers).
There is a full border screening area on arrival in the UK at St Pancras. However, it's not normally in use, and you just walk through it before you walk through customs. Very very occasionally, it's in use, and you have to re-clear UK immigration on arrival in St Pancras, showing them your passport and often your ticket too. I'm told that this tends to only happen when the police or border staff decide they want to speak with someone between the time they cleared the Juxtaposed border and arrival into London. I'd say I've had it maybe 1 in every 20 trips.
For all other Eurostar services, such as the new one serving Lyon and Marseille, there isn't the secure platform nor the border staff nor the space for immigration. So, for these trains, they stop them at Lille + get everyone off + get them through security + immigration in Lille, before re-boarding and carrying on to the UK. This takes about an hour, but does mean there's no 30 minute checkin time before leaving France.
There is one special other case which I think might be confusing you - Eurostar sell through tickets including a French TGV connection to a range of French stations, including some that they also run their own trains to. With those, coming back, you take a regular French TGV as far as Paris or Lille, then go through the normal Eurostar checking + immigration + security there before boarding your Eurostar.
Eurostar run only 3-5 direct trains per week to Disneyland Resort / Marne-la-Vallée, number depending on season and demand. At all other times, if you ask Eurostar to sell you a ticket to Marne-la-Vallée, they'll actually sell you a return to Lille plus TGV tickets to/from Lille to Marne-la-Vallée. If you book one of those services, then you won't be on a Eurostar all the way to Disney, and you'll do immigration + security when you change from TGV to Eurostar in Lille.
Otherwise, handy quick test for your journey:
- If the journey has no changes and the duration is about the same (+-10 minutes) for the UK-Continent and Continent-UK directions, you'll do security+immigration at your starting station in France/Belgium
- If the journey has connections (eg London to Lille, Lille to Marne-la-Vallée), you'll do security+immigration after your TGV leg but before your Eurostar leg on the way back
- If the journey has no changes but the return duration is about an hour longer on the return (eg London-Lyon in 4 hours 40, Lyon-London in 5 hours 45), you'll be kicked off your Eurostar partway through the journey in Lille, to go through security+immigration in Lille