Only the first one (direct train from Zagreb at 16.35, options with change(s) available, too).

For the two other trips, you'd need to take a bus (at least for part of the trip) (not included with Interrail).

In theory, it's possible to do Zagreb to Beograd by train to the border (one change), (long) walk over the border and take another train to Beograd, but that's not the recommended way (but at least possible).

Yep, as above. There are works on the line between Budapest and Belgrade to upgrade the line to high speed and the Zagreb train was discontinued with the pandemic.

Seat61 may give you some ideas, but I suspect if you want to get to Belgrade then look at buses.

https://www.seat61.com/international-trains/trains-from-Belgrade.htm

I did see a comment on Seat61 that Belgrade was getting a bit detached