"Sister is going to the train station by trolleybus."
Translation:Сестра їде на вокзал на тролейбусі.
If I understood Englilove correctly, "у xyz" technically means going into, as in you are not stopping at the city limits, whereas "на xyz" means going to, which for a city would indeed mean stopping at city limits. In English we commonly say "go to the city", but we really mean "in to the city", so both translations are accurate. But going into the train station may not be the same as going to the train station (such as dropping someone off).
If that is not the case, then I did not understand Englilove's answer.
Unfortunately it doesn't correspond quite so neatly with English. "У" and "в" in the accusative in the sense of motion translate literally as "into", and "на" literally as "onto". It seems that some places are thought of as containers and others more as surfaces. Usually it's clear, but there are some less obvious cases such as train stations.