You have to keep ALL parties happy, so the consequences depend on what you did with both the egg and the gold.
If you don't show the gold to Schmidt (before returning it to Kronos), he will leave the train at Vienna and take his guns with him. This will anger the Checzs who see you as a traitor... dear Vesna will put a knife between your ribs.
If you don't return the gold to Kronos in time, like Kahina told you to in the corridor, she will kill you. Same thing happens if you show up in Kronos' car without either the gold or the egg.
If you give the egg to Kronos or Kahina steals it from your compartment, that will make Kronos very happy. He will let you have the gold in return and your journey ends in Vienna (provided you've shown the gold to Schmidt first). Not very satisfactory, but hey! you're alive and rich.
There's also the possibility that, after you've done all the right things, you arrive too late in the baggage car to save Anna's life.
