I think if you really do your planning in advance and definitely have reservations on the train. You could also call or go to the train station ahead of time and ask them what train is your least crowded train?
Or course if it is certain holidays probably all trains are crowded but try your best to travel at off peak or non-rush hour times.

For a relaxing journey, you could book yourself in an inexpensive
B & B that is not too far from your gig. There again, this takes planning as you need to know how far the B & B would be from the gig address. That way, you can go into the town in the afternoon, go to the B & B you are booked at and either just relax in your room until you have a meal or just take a leisure walk around the town during the day, relax a bit before your gig. Then the next day you can leisurely book yourself on a train (after rush hour dies down a bit) and go home.

Yes, this does involve the expense of a B & B but at least you can still travel by train and have a nice relaxing afternoon at your hotel until your gig starts. If you stay at a B & B you don't have to worry about getting back to the train after your gig and can just go back to the hotel, sleep and leave the next day. Well...anyway this is how I would do it.