Please don't attempt to stick your antenna on the outside of the train car-
For one thing, magnets don't work with aluminum. Also, its likely against the rules.
Doing so is likely, if not certain to get you into trouble as well as potentially dangerous to you if something were to happen to your GPS.
Just don't do it. get a better antenna and accept that you need to improve the signal that comes through that window, or give up on recording the train route, and settle for the maps you get from books/online. (which I am sure are better than the ones you are likely to be able to record.)
I have almost never run into a situation with a modern GPS where it could not get a signal if I was near a window. Even a tinted window.
Metallic window films may attenuate signals but they never have completely blocked them for me.
Make sure the antenna is facing up and outward.
Skytraq's control center is similar to U-center on ublox, its used for configuring the GPS's adjustable parameters for different applications. All GPSs have settings - the technical name for them is "Kalman filter", which tell the GPS what kind of movement is most likely to be signal and not noise.
For train travel, certain conditions would apply - Train travel is likely to involve low speed horizontal movement with very little of the vertical component. You want to make sure the GPS Kalman filter is set to the right setting. Pedestrian or car settings are likely to work best. Avoid the settings for a stationary GPS, model airplanes and rocketry. Most importantly, use a good active antenna with a ground plane. The ground plane can be small but it should be at least twice the size of the antenna itself. If you have a 25 mm ceramic patch, use at least a 50 cm square ground plane for best results. If you are using one of those magnetic active antennas, attach it to some steel object thats flat and put that in the top of your backpack facing upward. Make absolutely sure the antenna is facing upward. It can't work properly if it is oriented incorrectly.
I hope this is helpful.
Again: Don't do anything if it requires you attempt to stick anything anywhere outside of your own luggage.
Don't attempt to put your data logger or antenna anywhere other than inside your own luggage unless you have the train operators explicit permission.
Your own luggage is your business but their cars and your behavior while on their cars is their responsibility and they are trying to protect you and everybody else..
That said, it also seems to me that the information you seek is almost certainly available in maps, etc.
Even if you feel it isn't, and you're right, that's likely for some reason.
Unless there is some very large reason to not do so, put common sense above your natural desire to "know" everything and default to accepting their decision making process.
Seriously..
Also, its likely you just need a better GPS and /or GPS antenna to get the signals inside of the car through the tinted window, safely.