But back to the question at hand. The Pioneer train split from the CZ in Denver, and came up onto the Union Pacific at Cheyenne. Actually, didn't go to Cheyenne, it stopped at a shed - later a wide spot where the shed used to stand - at Borie, where the Denver line hooked onto the UP mainline. UP built a metal building with restrooms to avoid a backup move into Cheyenne when the CZ used to go through Wyoming. By the time the Pioneer came along, UP had torn down the relatively new "station" so all that was left was a concrete pad and the former parking area. Passengers gathered at the UP station downtown and took a bus out to the train.
After Cheyenne, the train continued across Wyoming and into Ogden UT. Here, a bus connected down to Salt Lake, where your sister and husband would have connected with the Desert Wind.
That was the last incarnation of the Pioneer. The first incarnation of the Pioneer under Amtrak was a Coach only train from Salt Lake City to Seattle via Ogden, Portland OR. Then it got a Sleeper and a Coach transferred to it from the San Francisco Zephyr at Ogden. The original Desert Wind was a Ogden LAX train via Salt lake City, Las Vegas. It then got a few cars transferred to it from the San Francisco Zephyr at Ogden.
Everything got re-oriented when the San Francisco Zephyr, which ran through Wyoming was discontinued and was replced by California Zephyr which ran through Colorado. The car shuffling moved from Ogden to Salt Lake City, and both the Pioneer and the Desert Wind oroginated a SLC picking up through cars from Chicago off of the California Zephyr. It was nuatural then to give the entire service from Chicago to LAX and Chicago to SEA via SLC the monikers Desert Wind and Pioneer respectively. At this time there was no service through Wyoming. Then a few years later the split of the Pioneer from the CZ was moved to DEN restoring service through Wyoming by having the Pioneer run through Wyoming. This was the last incarnation of the Pioneer that you mention above.