Sorry for replying late i had some login issues
there are 2 options
->use road connectivity from knw in case kk runs on time you will easily find buses and private suv(s) which can have you to indore before midnight do not use
MG passenger trains coz many times they can be late and only SL with a train where reservation leaves...
more... you with no sense coz you will have a hard time with locals on your seat
->in case KK gets late by an hour or 1.5 then get down at burhanpur take a bus from burhanpur. The bus stand is located 3km from station in the heart of town autorickshaw and tempos available and if you pick auto then have a bargaining for fare (100 rs will do), still the fare is cheap and is a 4-4.5 hr ride(180km) via road SH-27 the road for Burhanpur to Indore eventually meets the road from khandwa to indore after 60km .....