Yes. You are right. All points of your travel tip
/blog/post/4269458 are correct. Here are my observations:
1) & 2) Reserved tickets are issued only from Pune to Bhoras Budrukh - Dhule section with train number as 21039
3) & 4) Reserved tickets in Kolhapur - Miraj - Pune - Daund - Manmad - Chalisgaon section are issued with train number as 11039