Otherwise, the "best" way I found to kill trains:
- keep a station deep inside your territory, preferably where nothing from the AI will ever go to.
- put a lot of turrets around said train station.
- enable "Alert when # enemy presents" set as 1 at said planet.
It's not perfect but fastest way of killing trains yet without actively giving chase to them.
I also tend to keep as a reserve all "parasite" captures, and some all flagships, and unused golems (for repairs or just because I don't need them) at that planet too, so they pop trains faster.