At the train station.
Why does the train still not come?
Why is the train still not coming?
Are these sentences correct?
Both are correct grammar, but only #2 sounds natural. Clive
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Interesting question!
Is this for a test, or for editing purposes?
An editor would mark #1 "awkward" and "word choice."
Because of the time aspect and context, there are issues with the verb, verb tense and the time word "still," and then the negative "still not" and the WH- question word.
To be correct, your first sentence probably requires present perfect tens