By Railway rule, u have to board @ Kalyan!!
By rule, they will fine u with minimum distance restriction, if u have unreserved ticket for Thane-KYN (which mayb equivalent to 250-350 km charge)!!
Better, board the train & inform TTE about the same. Most probably, he may allow u!!
PS: Most time, i have travelled that way.
Ticket:...
more... PUNE-CSTM
Train to Catch @ LTT.
Alighted @ KYN/Thane @ boarded other train without any extra ticket!!