In case the trains are fully loaded, but the limits at all target stations are filled out, they show the "zzz" sign which is expected.
The exception are those waiting at my two iron ore loading stations. If all of the three potential unloading spots are fully satisfied by trains already, they insist to report "no path". Should one of the stations get free again, the trains will drive their immediately, so it's not really a game breaking bug. It's just that the message is irritating. I don't really know why the interrupt for iron ore is somehow handled differently than for any other material.
This screenshot shows one train and its schedule. Most interrupts are basically carbon copies of each other, only the target stations are different. The savegame is attached.
