Judging by the shadows you're not seeing a bridge or embankment. It is also possible to fly underneath (inside) terrain-looking stuff - most objects are transparent from inside, apart from "who cares" it's also practical because this way you can find your way out.
Why is that please? I never have scenery density set to max and every thing seems to run ok, although occasionally a bridge abutment or something won't show.
Like another game I have looked at, Train Simulator seems to allocate everything a GUID (a Globally Identifiable ID). If you create a scenery item, a GUID will be randomly generated for it. The risk is, that however long or complex the string of letters and numbers used, one day that "random" GUID will be used by two different developers. It is then that problems like this arise - the software uses the first thing it comes across with that ID (a donkey) instead of the intended one (a footbridge or canopy, perhaps). I can't guess as I don't have that route. The only solution is to track that poor donkey down and disable it. That sounds cruel - I don't mean you should break its legs but disable the file by renaming it with something that doesn't end in ".bgl". Many just change the name to ".bgx". It might be a lengthy task to track it down. John