Bosnia is included but the only international train running is from Ploče in Croatia. 

From Serbia, there are international connections to Montenegro and Hungary (to Hungary from Beograd just with many changes that might not work). 

“And also it seems that it is not possible to go from Croatia to Serbia and from Serbia to Macedonia.” - That’s true (at least not by train).

To be more exact: in fact as for now the only train-replace connection Srb-HU is by BUS-till Szeged in HU-the whole route is under reconstruction by the Chinese.

In short: forget a pass in this area-the bus is the main form of transp for those without even a 2nd h car and the very few trains that should run in theory are often cancelled-train broke, no parts. And IF you find one running-the normal ticket is much cheaper as a passday