SHSB has been very well organised both times that we have had offspring taking the test there. No parking allowed on site, though, so you do have to find somewhere to park on-street - not too difficult but obviously allow time for this. Nearest railway station is Prittlewell - allow about 15 minutes to walk. With the old format test, SHSB always provided biscuits and a drink in the interval
KEGS being near to the centre of Chelmsford there are plenty of options for parking, including the two Park and Ride sites, depending on where you are coming from - the nearest stop from the Sandon site is Stop 3, the stop for the railway station; not sure about the Chelmer Valley one but there is also a station stop on that route so it must be nearby. Also very near the railway and bus stations, of course.
The Westcliff schools tend to be very busy and last year there seems to have been a bit of an organisational problem at WHSB but there are two small Park and Walk car parks very close by as well as on street parking.
Tommy More's / Cecil Jones / Shoeburyness High School are probably quieter venues, if these are convenient for you. I have no personal experience of the Colchester schools.