To provide a deatiled answer you we should now on which exact times and if possible even which trains otherwise we can just provide a general suggestion.
Trentino  - Zermatt you could catch in Verona the direct Eurocity (reservation compulsory) to Visp and then connect in Visp further to Zermatt :)

Zermatt - Dyon depends on the trains will catch TGV in France need a reservation

Dyon - Utrecht same as above it depends on the trains. You may travel to Freiburg,Basel,Offenburg via Muhlhouse to catch the ICE Basel - Utrecht that goes once per day. Instead of traveling via Paris :)

 

It all depends on exact route-all routes are with changes, but also in near all trips ther is at least 1train that has Manadatory REServ-so thats best to do asap. Then find seewulfs overveiw on how to do it without the app.

Just why is it that suddenly all USAers seem to want to visit Zermatt (carfree village end of the line, some mountain views, but there are many more such places in Swis with that)? In the past they all wanted Interlaken.