The sweetest sounds in the universe - "chai chai"

Its not really so straightforward too. CR and SCR will have many trains to handle. If either of them receive the train late, they cannot just accord high priority to it and disturb all their other schedules. And no zone would love to hold a train for too long within its jurisdiction. As the train spends more time in a particular zone, it will indirectly cost the zone more, without any change in earnings. It is in their best interest too that the train clears their jurisdiction as early as possible.
Small delays can be addressed by giving more priority, but in case of large delays, giving exceptional priority to the train might mess up many other...
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schedules in the route (We see only the passenger traffic, but freight traffic and routine maintenance times also get affected severely).
Also SWR itself may not be willing to take in the train at any random time. Like for example, in the evening there are lot of trains departing from SBC and there will be a lot of shunting happening around SBC for these trains, which a late running KK might block. And if they are unwilling to take in KK at that time, even SCR will run it at a slower pace, or delay it further instead of just holding it at their last station for 1 or 2 hours. It is difficult to make a generalization in such cases.
Only solution for now (until KK gets a 2-3 hour speed-up) is to maintain a spare rake or change the RSA. For instance, though it means a lot of idle time for the rakes, KK and Sanghamitra can be grouped in an RSA. Neither train would ever be delayed even in the worst of winters. And as both are already 24 coach rakes, it will be easy to maintain the CC too.