That is to say, I'd like to have the option to tell trains not to route direct to the Depot for replacement/upgrade unless they're on a specific leg of the journey. This is bound to be insanely helpful on large maps where the train's fuel reserve has a significant expected depletion; at present, if the fuel station is near the depot, a train that starts heading for a distant station shortly before receiving a Depot replacement order will make its full circuit, get replaced, then make another full circuit before even considering fueling- which can cause fuel burn on replacement to be significantly higher than expected fuel burn for the line.

This would also bar trains from aborting an in-progress pickup or delivery to go get replaced, and therefore help logistics move along more smoothly, and allow train replacement to be used on rail networks that might, for example, segregate empty & loaded trains onto separate lines.