But I have read the below sentence somewhere
She had no choice except to wait for the next train.
So is this sentence wrong?
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EXCEPT takes a matrix-licensed complement: its complement is licensed by the verb in the main or matrix clause. In this case, the main verb is HAVE. HAVE allows a to-infinitival clause complement with a deontic sense, as in:
I had to wait for the next train
Since the complement of EXCEPT is licensed by HAVE and HAVE allows a to-infinitival complement, the sentence is grammatical.