This is a known and longstanding issue. Connections in ARROW must be entered into the system city pair by city pair, they are not generated algorithmically, nor even entered train to train/bus. This results in some city pairs not having been entered, although there are guaranteed connections for the whole route. The workaround is to check the connections individually using major points when the desired routing does not come up. In this case, probably LAX-WMH to check the bus connection to Williams and, to be absolutely positive, SAN-FLG to check the connection at LAX. If both come up, the connections at LAX and FLG from SAN to WMH are there and guaranteed, despite a SAN-WMH request returning "no service". Having confirmed the connections, you can feel confident booking it using two segments on Multi-City or with an agent, probably SAN-LAX and LAX-WMH. Don't generally use separate reservations as that loses the connection guarantee.
This has been the case for years and years. Lesser city pairs can eventually get added then city pairs break when even minor schedule changes are made and must be re-entered. "Missing" city pairs come and go.
As to the what appears to be a weird overcharge on Surfliner fares when connecting to the SW Chief, I can't speak to that. I'd wonder if it still happens when entered as Multi-City versus the normal One Way option.