Use the sites of the companies that run the trains: trenitalia.com/en.html and sbb.ch There is no need to pay more on some re-seller's site.
Yo'll take a Regionale train from Varenna-Esino to Milano Centrale. AIl trains marked with an R (for Regionale) or RV (regionale veloce) have no reserved seats and can't sell out. There is no difference between getting Regionale tickets a few days or a few minutes in advance. Online or at any Trenitalia station.
The few international EC direct trains from Milan to Montreux have only reserved seats (at least on the Italian side of the border). The seat reservation is always included in the ticket on trenitalia.com
You can save up to 35 Euro per person buying in advance the discounted EC tickets. Be careful: those tickets are so cheap because changes are restricted and no refunds are possible.
Asking a conductor to let you board and earlier/different train on the day of travel is pointless: humans have no way to bypass the rules of discounted tickets saved into the system. In short: get a discounted EC ticket only when your plans are set in stone, you can't change your mind once you have clicked the "BUY" button on trenitalia.com
I know nothing about the Montreux-Gruyères leg, but you must get Swiss trains tickets on the swiss site: sbb.ch
