What 9:20 Train?

I was driving the 2nd CC&W session, and I was worrying that I wouldn't get everything loaded in time for the 9:20 train to come. 9:20, no sign of any train, 9:33, still no sign. I was playing with some of the cars missing, but the CC&W consist showed up in railyard. Why won't the train come?
NS37 is correct, if you have cars missing the entire consist will not show up. It won't be there but without the cars.