For the train robbing challenges i just took a train to Riggs station (nice and secluded) then when the train stops, rob one or two of the passengers then escape and run to Wallace station and repeat. The train doesn't need to be moving to rob it and robbing just 1 person counts.
Also, idk about whether trains move after you get there, I'll have to do some testing.
Also also, 'cut screams' is my new favorite thing
Edit: The train worked just fine for me. It seemed to take forever before it took off again tho.