Edit: Ugh, this is a real pain in the ass. It's much harder to do this in UT versus U227. I'm not going to do all the background work to just make a useless demo but here's the steps...
Skip this part, it's better to use the next one
One thing that bugs me though is that scaled sprites attached to movers don't work right for you. I did this in the MarioWorld map I was working on for Dane's PB gametype and it worked fine for me. I'm wondering if LoopMover messes things up where using a normal mover would not. I can assure you that multiple cycles ran on my map online and they never lost position but I used normal mover and not Loop. If this were my map I'd consider making the train identical on each end and running it back and forth on a trigger. I'll bet you the attached actors stay where they should be then. Perhaps in the moment that the loopmover begins it's cycle anew it loses proper replication sync to the attached actors? Don't know, but it makes sense.
Now I really want to know....Anyone running a UT server willing to test a map for me?