"nema ga više Broz" means "it is Broz's no longer", which is a reference to Josip Broz Tito, who was the president of Yugoslavia until his death in 1980. The Krajina Express was made from old trains and carriages, which probably ran while Tito was alive, so when they were remodeled to make a new train, it was no longer Tito's. At least that's how I understand it Knindže were a paramilitary unit, their name is a play on words Knin and nindža, the BCMS rendition of the Japanese loanword "ninja", which exists in English as well, so it's best to keep the play on words by writing Kninjas (Knin + ninja + plural s)