I am sure you know what I am going to tell you: Go back to basis. Really basics:
Make a basic board in Routes. Add some scenery and track. Give it a name and save route. Verify that when you open routes, is still there. Now add a loco and save. At that point the pront is going to ask you if you want to save the session with whatever name you want. Do it. Now open the session with edit sessions and verify that the loco is there. Give a name, driver an all that. Then go to drive session and you should be able to drive this loco. If you go to edit sessions and add a house or tree, when you save is going to ask if you want to save the route or overwrite it and create a new session. This is a source of confusion for many. If you say "don't save session", the changes overwrite the route only. No harm done. I you make changes to the session adding tracks, you may be in for troubles. Try it, as the route may be untouched, but now the session has the old layout and the new one, and they may interact making weird things. So, when changing anything related to scenery you can do it in routes or sessions, but be very careful with splines or tracks. For the same reason, you should be able to add a loco in sessions and that loco will show only in the session you saved, but not in another nor the route. Try to add all your rolling stock in routes, and then delete what you don't want in the particular session you choose. If you get clear all these concepts you may be able to get by. Clearly, the thing os sessions, layers and routes is confusing and bring problems that were not there in previous versions of Trainz, and should be addressed by the authority (if there is one...)