We see Frank hanging above the moving train, the locomotives having already passed him. Then we are shown what is happening on board the train. When we return to Frank, the tops of the locomotives are passing under him again.
The scene where a rancher drops off "Doc" is filmed in a desert. The part of New Mexico, along the route from Amarillo to Raton, N.M., does not pass through any desert country. That is a rolling-prairie region, with a few small volcanic peaks in the region as you get closer to Raton.
The illuminated numbers seen on the locomotives should show the locomotive number, not the train number. (It is true that there are instances where the lead locomotive number may be used as a train number, but that can't be the case here because here because the train number was known in advance. And even if it was, the train's second locomotive would still show a different number.)
At the car garage, we see a calendar for February 1996. Every day on the calendar is listed as falling on the wrong weekday to what they really did. For example, February 5 1996 was a Monday, on the calendar it is listed as falling on a Tuesday.