There is a pretty easier way to go to Nepal.
Just take any 1 of the 4 trains, 15064, 15066, 15068, 11079. Get off at Barhni railway station.
The border to Nepal is just 250 m away from the station and all kinds of buses are available to take you any where you want to go in Nepal.
There is also a small market...
more... in that border village where you can do shopping for all kinds of stuff.