If you choose Bellagio, you can take the train to Varenna-Esino instead of Como. It's an easy walk down the hill from the train station to the ferry terminal, and it's a short ferry ride from Varenna to Bellagio.
The number of connections between Mürren and Lake Como will probably seem daunting. You're going to be taking around 7-8 vehicles (between lifts, trains, and possibly a ferry) to get there. However, the Swiss transportation system, which you'll be on most of the way, is a wonder of efficiency. For example, going from Mürren to Interlaken Ost requires 3 vehicles - a little train, a lift, and another train - but you'll be amazed how easy it is to complete that part of the trip. However, you'll still want to pack fairly light.
Also, as you may already know, the full train schedule for your travel day isn't posted yet.
Have a great trip - I was in Mürren last summer and Lake Como the summer before, and I fell in love with both places.