If the photo you wish to take requires using 1/800 or shorter exposure times, apertures narrower than f/5.6, and ISO of no more than 400 there's only one way to take the images you want in less than very bright natural light: Add the light yourself.
Forget static photography where you've got days, in fact weeks, to set
up your one perfect shot. My question is how do you take good sharp
shots of a moving subject, say a train, when the light is very
low/poor and certain factors are a problem...
For inspiration, perhaps you should look at the work of O. Winston Link. He shot trains, mostly at night, in the 1950s using medium and large format cameras combined with up to hundreds of single use flashbulbs and miles of wire to connect it all. Just because your subject is moving does not mean you have no time to set up and prepare for a shot. Link often spent days setting up for a single exposure.
With such images, the shutter time is much longer than 1/800 second. The exposure time is determined by the amount of time Link's flashbulbs are illuminated before they die, not by the shutter time. In the case of the image above, shutter time was probably around 1/24 second or a bit longer to guarantee the image on the movie screen was fully illuminated.¹
... when it is nice sunny weather to me a good cheap pocket camera or bridge camera can take just as good a picture as a £5000 camera in my opinion, so why do we shell out so much for expensive cameras?
Because the marketing machine tells us to? Because we think a camera, and not a photographer, takes photos?
Please understand, I'm not trying to be flippant or condescending here. But buying a better camera never made anyone a better photographer. Buying a better camera does allow a photographer who knows and understands how to get the images they want to get images that lesser cameras would not allow. But it is the photographer who must recognize how to get those images, understand what technical requirements such images require from the camera and other gear, and select appropriate equipment based on those requirements.
In your case, if you want image quality as good as what you can get in bright daylight you only have two choices:
- Shoot only in bright daylight
- Provide enough light on your subject that it is reflecting just as much light as it would reflect under bright daylight.
No matter how much you spend on gear, it will always perform better in good light than it will perform in bad light. Always.
¹ It turns out that Link used a different frame that he exposed much darker for the image on the movie screen, which was too bright for his exposure of everything else. The fact remains, though, that the shutter time would have been a fairly pedestrian value much slower than the duration of his flash bulbs.