Quote - Out of interest while we are talking about lights, is the only way to get a volumetric effect from a spotlight to use light cone?

The other (and more detailed option) would be to add a fog element into the scene.

Also, I don't  think you should need the lightcone to come up short of the object to see the light.  My guess is the the light is inside the train and isn't able to shine through the object. Are you shining it through a glass texture?  If so make sure the "Light Through Transparency" option is checked in the Render Room.  Otherwise just make sure the light isn't behind any geometry.

I hope this helps.