While I was recreating a simple save for this, I identified part of the problem.
Here's a mockup. To recreate:
1 - Start the train. It will go load up on coal.
2 - While it is loading coal, remove two stacks of fuel from the locomotive
3 - The train will try to refuel before unloading, and reset its depot to the refueling station name
https://drive.google.com/file/d/1cmzRaHQeymbY22zOOlt1aL3ol2CJnLev/view?usp=sharing
Now, here's how we got here -
For my refuel depot, I pasted in one of my standard LTN depot blueprints (you can see three of them in the save). Then I went to its combinator and deleted the depot signal, and added in the refuel signal to make it a refueling station. Somehow, the refueling LTN station still has a little bit of an idea that it is a depot too. If I delete the LTN station and rebuild it, connecting it back to the same combinator, everything works fine.