I haven’t done St Anton, but I have done the French Alps a few times.
On the way there either stop over in London and get an early Eurostar to get subsequent trains to arrive at a decent time, or get a later Eurostar and connect to one of the Nightjet trains to take you into Austria.
On the way back, because you gain an hour, it’s easier and I’d aim to get back to London to catch the sleeper back to Scotland.
It’s more expensive than flying, but much nicer. I enjoy travelling by train and the travel feels like part of the holiday, both there and back.
Getting all the tickets booked is a PITA, because they all become available at different time.
One of the reasons that people have a problem with changing trains is that they pack like they’re driving to an airport to fly, so end up dragging massive suitcases full of crap around. My past couple of ski holidays I packed all my stuff (including boots) into a 30l duffel and wore my helmet and carried my skis. Travelling light makes all journeys much easier.