Is there a way to place a capture bag/suitcase in the back of a train car?
I've never seen the train while in the Capture Creator. It can however spawn on capture jobs.
Similar to this you can place a vehicle.
Put an actor in the vehicle. Set patrol distanced to Wander.
Put a capture object in the vehicle on the actor.
This will cause the actor to just take off with the loot.
Depending on whether they are aggressive or defensive will determine their driving style.
Oddly aggressive seems to stop at stop lights. And defensive just takes off as fast as they can.
So you could for instance put a Cop in an armored truck holding a briefcase and have to chase him down.
Bonus: You can stickybomb the vehicle without destroying Madrazo's precious documents. IYKWIM.