I use the ‘Expand AF Area’ focus point.
I think this is your problem. My camera doesn't have the AF point expansion option, but as I understand it AF point expansion operates basically like having a single AF point selected, with the only difference being that instead of just using a single AF point, there is a primary AF point but the neighbouring AF points act as "helpers". So, if the centre (red) AF point was your selected (primary) AF point, and you were in servo mode, essentially the camera was continuously trying to focus on whatever was under that centre AF point (subject to a bit of help from the neighbouring AF points). That means if you wanted to keep the front of the train in focus, you need to pan with the train to keep the centre AF point on the front of the train. If you have only one AF point active (or only one primary point active, in the case of AF point expansion), there are no other active AF points so the subject cannot be handed off from one AF point to another AF point as it moves across the frame.
If you want to be able to keep the camera still and have the camera track the train as it moves across the frame, you need to have an AF zone active (the zone could be all AF points or one of the more limited zones which are available). If you have an AF zone active, the camera should try to track the subject through that AF zone, ie it should hand off the subject from one AF point to the next within that zone. Just be careful to know what AF point the camera will try to use first to acquire the subject. You should be able to set it up so the camera decides what it thinks is the subject (it usually picks the closest subject it identifies) and chooses the best AF point (from wiithin your active AF zone) for that subject, or so the camera always uses a particular AF point of your choosing to start.
