If you skip Jungfraujoch and go instead to Schilthorn then I would sleep in Mürren and not in Wengen.

I think you are planning this too much. Virtually every possible train ride in Switzerland offers wonderful views. My experience: I once spent a one-week family holiday there and we had rail passes. Every evening, we planned the spectacular journey for the following day; every morning we over-slept and ended up getting to the station after our train had gone and just jumped on something leaving the station soon after we arrived that seemed vaguely promising. Without exception, we enjoyed just about the most scenic train journeys I have ever experienced.

At last i've finalized my itinerary, i've taken out most of the long journeys. I hope it's quite balanced now, will be booking hotels now.
9 Sep, Friday
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11pm Flight landed at Zurich
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overnight (Zurich)
10 Sep, Sat (Zurich/Lucern)
-
Rhine Fall
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Train to Luzern (1 hr)
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overnight (Lucern)
11 Sep, Sun (Lucern/Murren)
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Pilatus
-
Train to Murren (3 hr)
-
overnight (Murren)
12 Sep, Mon (Murren)
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Lauterbrunen falls
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overnight (Murren)
13 Sep, Tue (Murren)
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Schilthorn
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overnight (Murren)
14 Sep Wed (Interlaken/Montreux)
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Train to Interlaken (1hr)
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Golden Line Interlaken - Montreux (3hr)
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overnight (Montreux)
15 Sep Thur (Zurich)
- Train to Zurich (3hr)