OK, I've completed the trip and here's what happened:

My itinerary was ZYR - AMS - NBO. I could online check-in for AMS-NBO, but not for ZYR - AMS.

I collected my train ticket at the train ticket desk at Brussels-Midi. This is different than taking the train ZYR - CDG, in which case tickets are collected at AF's desk at Brussels-Midi.

I had no checked luggage. At AMS, I went straight to the gate. The agents there checked my AMS - NBO boarding pass, and didn't ask to see the train ticket as proof of having originated the journey at ZYR. This means that in this instance, I would be able to originate my journey at AMS, without taking the train from Brussels. Of course it depends on the diligence of the gate agent.