I just save the route and session(s) to a CDP file in CM and email it to myself. It won't include the content itself in the case of a major system crash, but that's why you back up Trainz in it's entirety from time to time.
Of course, if you still want to back up just the dependencies for your route, right-click on your route or session, show dependencies, then click the option to view dependencies in main list. The select them all and save them to a CDP.