To International trains from Greece to neighbour countries. 

Dubrovnik has no railway line, next station is Bar in Montenegro (trains from Beograd (Serbia)) or Ploce in Croatia (one train a day from Sarajevo (Bosnia and Herzegovina)). 

Split has trains only via Zagreb. Like Zagreb, Graz, Vienna or Budapest. 

Best solution is to use Busses, they are not included in Interrail (except rail replacement)

IF you dont mind sitting long time in buses-and want to see ´he unusual´-take direct bus Ath to Albania-Tirana, visit this and then go onward to Black Mounatins=Cerna Gora=MOnteNegro (bar is there)-then bus along coast to Dub. Alas the former beloved Jadrolinija coastel noat line is no more.

In short: a pass is useless for this trip. On seat61.con you can find how to do it with the least bus-use, but this will double/triple time on the way and perhaps even also cost just as much.

If you do not like this at all: take 2 ferries, from GR to IT and then to maybe Dub or some other convenient port nearby.