I've only traveled on this route twice. The first time I traveled on the route when I was 5 (this was the early nineties), so I might be misremembering some things. But if I recall correctly, a train bound for either Jaipur or Delhi would take with it a few slip coaches which would be joined with the AII-KCG rake after an hour and a half layover at COR. Back in those days, you would occasionally see steam locomotives at UDZ.
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The other time I traveled on this route was when I...
more... was 15, and the train no longer ran all the way to KCG and instead terminated at PAU. We took an overnight train from SC to PAU, which went via Vikarabad - Latur Road - Parbhani; I think part of the train proceeded on to Manmad while the other part was hauled to Purna. The Udaipur-Ajmer line had been shut down for gauge conversion. Consequently, our travel ended at Chittorgarh. Still, got to experience the Akola - Khandwa line during daytime. It was fortunately early summers, and a moonlit night, so we were also treated to a pretty good sight of the hills near Mhow.
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ETA: It was the JP-KCG Meenakshi Express, not the AII-KCG one :)