You can designate which tracks you trains follow by using ‘way-points’ (signal menu). [You can also use signals as waypoints.]
Simply map then using ‘add station’ tool in the same way as adding stations when setting up the line. Note, the color line route indicator only appears when adding stations, it does not show when you add a way-point; although the way-point appears on the station list. (I think this is a bug!) If you have any gaps as mentioned above you will not be able to setup the line.