You were right, and it wasn't just most combinations, it was every projectile round in the game. They were being fired from the world's centre point, which happens to sit inside the train by the doors, instead of from your gun. That's why it looked like your shots came out of a door. Restarting seemed to fix it because it depends on where you're standing.
Fixed now, along with two other aiming problems: shots landed slightly beside the crosshair while you were turning, and monster hitboxes were smaller than the monsters, so hits on arms and wings could pass straight through.
Thanks for reporting it. That one comment led to finding the worst bug in the game.