> I doubt that they carry the engine across by ferry?
I don't know about this specific instance, but the Germany-Denmark train-on-a-ferry carried the whole Diesel-powered train, engine and all. It drove onto the ferry on its own, and left it on its own as well.
It's not longer than the ferry?
No - it's a rather short train, only a few carriages, and the engine is mostly integrated into the carriages I believe.
They decouple/shunt the carriages so they're alongside each other rather than having to fit them all in end to end.
This is not true, on the route Denmark/Germany there was no decoupling involved - the train drives onto the ferry, and drives off the ferry afterwards.