Just make a env_laser that it's end target will follow an invisible func_train.(it must have a origin) The env_lazer's sprite will be the same as the rockets trail(make sure the spirit wont scroll) and it's end sprite will be a glow. When the train passes it's last path corner(path_corner's 'fire on pass' value) an explostion will be activated. It will be nearly as good, maybe without a rocket(unless the train is not invisible but a rocket, don't know how to make the flare apear on the rear side, maybe if you'll place the origin in the rear), I can asure you it will be hardly noticible. If you use spirit you can make a model follow the train, but I think you can make an actual shot...
I'll make an example.
Edit:
Looks like this is going to be one of those examples with many subjects. I just made a neat tarrein with out ant trinangles.