Is anyone aware if the Nyon gare has a baggage storage facility??? Am unable to find info anywhere, which leads me to believe that it doesn't, but maybe someone knows otherwise.

Thanks in advance!

I found it at the SBB site.

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Many thanks, jrspet! A bit worrying how I failed to find that, actually... :/

Go to the SBB website:
http://www.sbb.ch/en/home.html

Make a dummy trip search, entering the destination station e.g. Nyon in this case ( does not matter from where - I chose Geneva in this case ).

Select any of the "hits" ie connection Number 1 and so on.

Select Nyon, and further down, select on At the Station, and the pop-up that I provided earlier will come up. Select Lockers.

Try it out - perhaps with another destination station.

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Yes, just to confirm this is correct. There is one set of baggage lockers just to the side of the main train station building. When arriving from the tracks, go to the left of the building as you face it from the tracks.