No-always pay for a bus segment.
There are simply NO trains over the border to/fr GR since covid came and its unlikely they will return soon. Same-same for North-Macedonia. Same-same for Serbije (except to Montagnes noirs=Cerna Gora).
Gr trains =trainOSE run over the old line as far as some minor village some 30/40 KMs before border with BG.
BDZ vlakove=trains start from Kulata=the border station. ONly a few and quite slow-and vandalised/dilapidated.
There is no real regular normal bus between these outer ends-a taxi will likely cost even more as a normal busticket Thess-Sof. Plus that you spend at least double the time as in a direct bus
In railfan circles there are some reports on how this could be done, but for normal tourists