Why don't take direct train for Mandsaur ?
Already many trains running for Mandsaur via Nagda-Ratlam.
And shipra express arrives Ujjain at pretty odd timings...So there is chances that the special buses running by MP govt may not be present at this mid of night. But still i don't know confirm. Although auto/taxi are readily available outside UJN station and its kumbha time , so 24hrs it would be crowd present.