Looking to book some tickets from Arles into Murren (or most likely Interlakken). Captaine Train doesn't seem to work for this nor our Lucerne to Colmar journey. Would I need to use SNFC and/or SBB instead?
You don't need to buy the Swiss tickets ahead and the Swiss trains don't require reservatinos, so focus first on booking just the French trains through SNCF or Capitain Train now.
For Swiss trains, you can switch to SBB.ch, or buy locally as you go, or consider a Swiss Travel Pass or Half-Fare Card - decide for or against those before buying Swiss tickets.
It was the France into Switzerland and Switzerland into France ones I was wondering about. Captaine Train says they are unavailable which I'm assuming is because it's from one country to another.
There are absolutely no problems with booking trains from one country to another. Possibly it's because you may be attempting to book too far in advance. You can use either SBB or SNCF to book tickets between Switzerland and France.