Black bars at the top and bottom of the screen

I have had no problems with using Full Screen mode (no title bar at the top and Windows Tool bar at the bottom) in Trainz Plus and TRS22PE

The only cause of your issue that I can think of could be your screen size and (possibly) your refresh rate settings. What is your native screen size? Does it match with the value you have set in Trainz?
 
To me it looks like the native resolution/screen ratio of the game and the screen are different. Perhaps un-check the full screen check box in the game and use ALT + Enter to obtain or cancel full screen viewing. Change the screen resolution/ratio where possible to match that of the game and where that can't be achieved go for the best compromise. Peter
 
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