I can't see what's wrong with "the sister is going to the station by trolleybus" which was marked wrong. I've reported it but the Ukrainian Duolingo team doesn't seem to do anything about reported sentences :(

гаразд, згодна, що забула артикль - це моя одвічна біда, але ж тут не зазначено, що вокзал залізничний, чи не так?)

Why "railway station" is wrong?

There's no need to specify that it's a "train station". If you say "station", people will know what you mean.