Gah. Went away, leveled up, got nice auto pistol with shock mod. Headed bank in. Killed my way down to the start, got on train and waited by the door… Nothing. Terminus Station bug. If you go away and come back it can get into a state where it not longer kicks off properly. ☹️
Will need to wait for a patch.
Did remember to pickup my survivor pack from the PSN store though, and that had some helpful scrap and iron in it, along with some ammo boxes and blood root.