Probably a bit too early for the timetables.
Also, train connections between those countries are generally bad.
For more info: the wisdom of the man in seat 61 usually helps you to get an idea: https://www.seat61.com/international-trains/trains-from-Belgrade.htm
Unfortunately, there is track maintenance on the line between Budapest and Belgrade so there’s no train service. And no service from Zagreb either.
You might be able to put something together with local trains and buses.
Check on Rome2Rio. It looks like you can get a bus from Budapest or Szeged to Novi Sad, then train to Belgrade.
Thanks for the replies! @ralderton and @BrendanDB