This incident happened with my Father's cousin Brother. Uncle Gopal (named changed for safety).
It happened in year 2009, that time my Uncle lived in Mumbai, Maharashtra (Now lives in Kolkata, west Bengal).
A little background of Mumbai city: Mumbai is called the city of lights in India, and my uncle lived in Bhayander (name of the place) which came after Mira road (name of the place) where I lived that time.
He visited once in a month. His office was in Dadar (name of the place). He was returning from his office when he luckily got the last train from Dadar station. It takes half an hour to reach Bhayander station (Between Dadar and bhayander there were 8 stations, and the train halts at every 8 station for 30 secs).
After catching the train, he sat peacefully and waited for his stop, he was almost alone when the last person on his boggy got down on Dahisar station (comes before Mira road station). When the train reached Mira road station it was around 12. 3 am, a lady got into that boggy where uncle was, she sat just in front of my uncle. She was wearing a red Sari (Indian dress) and also she was full with gold jewelry. So, when the train departed from Mira road, my uncle kept looking at that woman, she was beautiful and young. That time my uncle took out a packet of tobacco and started chewing (he had a very bad habit of that before). It takes 5 minutes to reach Bhayander station from Mira road. So, while travelling the Lady asked my uncle "You live in Bhayander?" so my uncle replied "Yes..." And he just turned his head towards the window to spit that tobacco out, turned his head again to that lady when he was just about to ask the same question, he was utterly terrified, because she disappeared.
My Uncle was shock, because the train was still moving and still 2 minutes left to reach the last station (bhayander), No single person was present over there leaving my uncle, he got unconscious inside that train.
When he got his senses, he was surrounded by station guards. They offered water and asked if he was fine. So, my uncle explained what happened. The guards told him the actual truth of that lady.
They said that the lady was murdered a year ago; she was travelling on that same train when 3 men almost in drunk state got in that train from Dahisar and saw her alone. They grabbed her, harassed her, robbed her jewelry, and threw her out of moving train, when the train reached Mira road station; they got down and ran away. Her body was found next morning between the tracks of Dahisar to Mira road. It is said after her death, she is lurking at that place, looking for those people who took her life, she never got them, but she badly injures that person who tries to rob her after seeing her in that train alone. My Uncle didn't have any intention to rob her, but he liked her beauty. Thank god he didn't tried to do anything wrong that time.
About that lady, I don't know if she is evil or good, but what happened to her was wrong. Maybe she is taking her revenge, I don't know if it's right or not to do that.
My uncle left Mumbai after this incident and never came back here ever.
1. It takes more than 30 minutes from Dadar to Bhayandar. It takes approximately 45 minutes to 1 hour.
2. There are less than 8 stations, 7 for a fast local train.
3. Last local trains are never empty. They are, on the contrary, crowded. Also, you mentioned that Mira Road came at 12 am, then how did the red sari women boarded at 3 am? It takes 5 minutes from Mira Road to Bhayandar, as you mentioned.