Have you looked into booking it as two flights on a low-cost airline?
How flexible are you? This is not a straightforward route for one or more budget airlines, but it can be done cheaper than the prices you've found.
Ive done the train journey myself and it took a long time. I had to change trains in Zagreb and Thessoliniki. It took ages.
Well, I've been suitably chastised.
So. The intricate plan is to find a cheap flight? I should have thought of that. Sorry.
How'd that go, genius?
And I've been on that train. Sometimes, travelling takes time.
Thessaloniki is actually a beautiful town, and worth a stopover.
I liked Skopje, though.
Crazy how opinions vary....
I do not like Skopje very much at all - but love Belgrade. Its night life is incredibly good too.