On everyone else's runs the first objective is completed at the door but mine is when I'm at the train. Am I using a different version of the game?
All of the posted runs use a trick called the 'train shot'. You can see us all shooting the train from one of two specific angles (either before or after the wall prior to entering the building). This gets the guards inside the train to open the doors early, which completes Objective A. It saves around 2 seconds from opening the doors yourself.