I dont suppose you have given any thought to allow trains to go in/out these buildings ?

It's not really feasible with the current modding api. There's no way for a train to see a train stop/signal across a surface.

Would be cool though.

You might be able to create a station on a surface, another inside the factory and "link them" via script (as in when a train reaches one, you move it (copy paste?) to the station on the other surface.
But I guess it wouldn't be UPS friendly.

Space Exploration now has cross-surface trains with space elevators. Lots of lua scripting though.

I think ren'ai transportation solved a similar problem, don't remember the details though

Neither of these mods take an approach that would work for factorissimo.

SE space elevators work because they have a hidden train stop. If a train arrives in the elevator the entity is moved.
This is fine for SE because you'll have one, maybe two space elevators per map.
This wouldn't work for Factorissimo because you would have to schedule a destination for every single time the train entered or exited a building.

Renai just disables the train hitbox for a few seconds. A smart approach, but it wouldn't work for multisurface.

Even if there was a way to get the train to pathfind through surfaces, there would still have to be a massive amount of on_tick overhead to teleport the trains and detect when they are inside a building. SE has already had reports of lag when teleporting trains even with only 1 space elevator.