Adam had left a comment on a previous video suggesting to take the train all the way to the end to see what happens.
Here's his original comment: "During this period in the game, you are unable to leave Los Santos and cannot escape via the bridge due to it being barricaded. However, in this mission, the train leaves Los Santos. Therefore, what you should do is stay on the train and wait until it escapes to see what happens to CJ. Either the train will stop before reaching the barricade, CJ will be forced off of the train, or CJ will stay on the train as it travels through the bridge barricade entering the restricted area. Try it out. "
Save the file on your PC here: \My Documents\GTA San Andreas User Files
Here are my specs: Windows 7 Professional - 64 Bit Intel® i7-4790 Quad-core (4 Core) System memory: 8 GB - DDR3-1600/PC3-12800 Hard drive: 1 TB Video card: Gigabyte GeForce GTX 970 Sound card: Sound Blaster Fatal1ty X-Fi Platinum