Quite a late reply on this, but after looking at the filtering code for stations, I figured one way to do this would be to simply have ability to filter on train (locomotive) name, as part of per-player settings. The drawback would be that trains cannot be renamed in vanilla game, although I have been using this mod for it:
On the plus side, having it filtered by name would mean that you can easily have multiple personal trains per-player (if you just make sure to name them correctly).
If it were implemented by storing the train ID associated with player (for example via selection window), one thing that would have to be done is to keep track of that ID changing - in case new wagons get added or locomotive gets destroyed. Another mod I used to use had this kind of issue, where it would lose track of personal train. However, there is an event for this kind of change that could be processed.
In either case, I think it would be beneficial to have the ability to quickly call the train without extra clicks - I really liked this both with this older mod and Shuttle Train Refresh - almost a no-brainer to get the train coming to you.
So, I could try to get the first option implemented (via locomotive name filtering), that would probably be quite easy to implement - the only question is whether train renaming should be added to this mod, or maybe that Renamer mod could be recommended to players instead - Shuttle Train Refresh would work without that one as well, although you'd have to keep closer track of your trains getting renamed etc.