Rather than Set Actor Location and Rotation, try setting the world location + rotation of the skeletal mesh. From there you should be able to add a new skeletal mesh (make sure it can’t collide with the first), position it correctly, and then duplicating the code in your MoveTrain event.
There may be better alternatives than duplicating the code, but this should get you on the right track. Let me know whether or not this works and what the outcome is and I can try to help you out a bit more.
EDIT: If the train’s mesh is centered weird and you have to adjust the actors location, you could try duplicating the blueprint, putting it in the world behind the first and then attach them together using sockets.