Shirdi sai nagar station is very near to shirdi sai temple ( approx 5 kms ) also there are shared autos avialbe which charge a min of 10 rs per person also there is a small road which is walkable
Also this train coaches are neat and clean and this train has no pantry if travellilng by this train i suggest you need to have patience it takes 26 hours to reach sai nagar shirdi and also there is no pantry i had very bad experince when family is involved...
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It goes via gunttkal bellary hospet gadag solapur daund and then shirdi
I would suggest a best option would be travel by KK or ahmdebad express or another way round is there are lot of mumbai trains from sbc book a ticket till daund and book a connecting train from Daund Jn to Koporgaon whre journey will be less than 16 hours
Daund Jn is the only station where good food avilable in whold of maharastra take a break and then proceed if u get direct train then u are lucky
I just came back onon 28 july after having darshan at shirdi
More info you can msg me or email me so that i may be of any help