I did a trip in 2014 which involved a soccer match in Zagreb and a pilgrimage to Medjugorje. I flew into BUD, then took a 4 hour bus ride to Zagreb. The day after the match, I took an early morning bus from Zagreb to Split (about 2 hours 30 minutes), and after touring the waterfront area and Diocletian's palace, took an evening bus to Medjugorje (the bus continued on to Mostar), about 3 hours including a stop for formalities at the Bosnia & Herzegovina border.
Air France has some kind of code-share with both Croatian and Air Serbia, but you don't get Delta credit or SkyTeam benefits for these flights.
I did a Eurailpass trip in 2019, originating in Rome and ending in Manchester (Britain finally participated in the Eurailpass). I worked my way to Ljubljana, Slovenia by way of an overnight train which originated in Zurich.
When you get into the former Yugoslavia, the buses tend to be a much better and faster way to travel than the trains. Zagreb to Split is 6 hours by train but only 2:30 by bus. Ljubljana is only 60 miles from Trieste, Italy, and there are frequent buses between the two cities (in Slovenia, Trieste is spelled "Trst" (Vanna White was never a Slovenian). I really liked Ljubljana as a tourist city.