The Doom Gate costs 10 POW to set up, 6 magic points and Sanity depending on how nasty the pocket dimension you're creating is. Ayatollah's right though; you're paying that SAN tax every time you crack open the Gate, so the costs are prohibitive. If you allow the other method - storing it in the Dreamlands - there's no cost of any kind involved.
Background The Dreamlands Express is the creation of Henri Peeters, a former conductor who died saving passengers from a fire. In life, he noticed how careworn so many of the passengers were in spite of their luxurious surroundings, so he created the Dreamlands Express to soothe those weary souls. As well as being a convenient transport through much of the Dreamlands, the Express takes passengers all the way to the Gulf of Nodens, where they can cast whatever burdens them into the Abyss.
The Dreamlands Express is a fucking fantastic scenario, a mini-campaign all on its own. It's got absolutely nothing to do with the main campaign and you could easily excise it, but I couldn't imagine running HOTE without it. The scenario activates the first night aboard the Express, at which point you can run the whole thing in one go or break it up over successive nights.
The book is inconsistent about how to return to the Dreamlands on subsequent journeys; it first says that they need to be on the Orient Express, but other references say that any bed in the Waking World will do.
One problem with the former setup is that you're going to be pressed for time trying to fit the whole scenario in. There's only a few overnight trips on the Express, one of which might be occupied by a separate Dreamlands scenario and another where the investigators, haha, will not be getting much sleep.
