Have to see how the game handles it, but I’ve heard the same as others have mentioned – freight and passengers will plan their own routes, and if the quickest route to a destination involves taking two different trains, they will.

If it genuinely works that way, it should be a rather elegant system.  If your two-stage route isn’t being utilized, it’ll be down to not having planned it efficiently enough, or not having realised that a better alternative exists, rather than from not having configured it correctly.