When I spawn in this scenario, it locks me in invisible walls which prevent me getting to the train, which means that I cannot complete the first objective, also if you walk into one bit, it makes you fall through the platform which means that you cannot walk back up. I’ve also tried restarting many many times but it will not work.
While you're waiting for the scenario to load, hold the left stick in the left "run" position. When loading is finished, you'll be far enough left to escape the wall. If you wait until the scenario has actually loaded to move left, you're probably too late.
I have mine set to "run" (you can change the default, which is walk, to run in the settings), but perhaps walk would work too.
Walk works- you don't actually have to move very far - but you have to start moving in time before the wall clamps down.