Never
Afghanistan: Landi Kotal & Landi Khana were Stations at border, active in 1925. The earlier plan to enter Afghanistan was to resist Russian Empire who may try to invade India through Khyber or Bolan Pass. Construction was blocked when Russia declare Afghanistan out of it's context but later Afghan War let British reach Landi Kotal even when it was tough terrain with Khyber Pass.
Burma: There has been no connection near it's border. Japan thought to connect as it envisage India Invasion but then has to connect rail towards Thailand to control...
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China with 245 Miles created by War Prisoners which lead 1.5 Lakh death (645 death per KM Track). You can understand how tough those territories are to think for Rail Connection in normal circumstances. Even Burma Rail was laid by Bihar Migrants (outcome of Bihar Famine).