Yes, trains between the two capitals have been suspended years ago. What the best way is depends on your preferred mode of transportation and how much time you want to spend on trains:

• direct bus Zagreb - Sarajevo (not included)(easiest option of course)
• train to Hrvatska Kostajnica, walk across the border to Kostajnica, taxi to Banja Luka, train to Sarajevo
• train to Hrvatska Kostajnica, walk across the border to Kostajnica, taxi to Novi Grad, train to Banja Luka, train to Sarajevo

Check out this page for more details: https://www.seat61.com/trains-and-routes/zagreb-to-sarajevo-by-train.htm

There are currently no International trains in to or out of  Bosnia.

You can get by train till Split and catch there a not included Bus to Mostar from Mostar goes a train (very modern for that region) on a scenic Route to Sarajevo