SWR is generally just a M/E zone. You'll find some or the other M/Es connecting every part of the zone. The rare SF trains are essentially like premium trains only, since premium trains barely traverse through the zone.
Now, asking for an actual premium train to Mumbai/Gujarat and beyond definitely doesn't seem possible, even though it is entirely feasible. Just because of how things work with SWR.
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If you want to go from Mumbai to Bengaluru, take a flight. Or a bus. Or spend multiple extra hours on a slow Udyan/Jodhpur/Bikaner/Jaipur Suvidha Express, paying premium dynamic fare for a substandard, slow, journey.
Maybe SWR has colluded with the bus mafia, who knows? Conspiracy time.