I haven't played much on server 3, so can't give you any specific tips, but here are some general things:
1. An efficient start is paramount for fast games, every minute you spend just waiting for money is essentially wasted. You have the right idea looking for high production industries, another method to consider is setting up a two-way system. If you can have your trains transporting cargo both ways you substantially increase your profits per train, which is important when you're limited by how many trains you can afford.
2. If you happen to join a game at the same time as a faster player, take the opportunity to watch and learn. Some players make the mistake of leaving when they don't think they can win.
3. Don't be afraid to experiment. For instance, what happens if you focus on coal instead of farms/forests and goods? Try focusing on different cargos, different ways of starting, different ways to set up your network, anything you think may possibly work, even failed experiments can give you insights.