The first picture shows that the path suggested by the red line is wrong.

http://www.civfanatics.net/uploads6/pathfindbug1.jpg

However just shift it by one tile and it's correct:

http://www.civfanatics.net/uploads6/pathfindbug2.jpg

Save is here (http://www.civfanatics.net/uploads6/bug-path.sav).

It's the beginning of a turn (autosave), so there is no newly built railroad or anything.

I just uploaded the save. The old save I tried to upload was over 3M (don't know why), and I re-saved it.