I haven’t experienced this personally, but I thought you should know that the Schnee(Snow)-Express at least exists as an option for getting down to the slopes in Austria instead of flying or driving. On Friday afternoons the Schnee-Express travels from Hamburg, Dusseldorf, Cologne and makes several other stops picking up passengers. The train then travels overnight to various Austrian ski destinations. The return trips occur on Saturday nights, so a week long trip is required to make the train schedule work for you. Tickets are around €100 depending on the timing of your trip and which cabin type you choose.
Lists of all the train stops, times and prices are given on their website, which works well in Google Translate. Tickets have to be bought on their website.