There seems to be trains to Lumbini which go via gorakhpur. from Delhi. To travel from Allahabad you need to fly till Gorakhpur from Allahabad airport and then on take a cab to Kathmandu. Otherwise to Kathmandu there are no trains. From Jammu and Kashmir via Sunali border there is a train to Kathmandu. Else you have to take passenger trains to Jainagar from Jammu.