Strange one, I can't reproduce it. The back of a signal doesn't count as a signal when reserving a track, the path passes straight through it. As such I expected some strange station layout or weird orders pointing at a specific depot. I don't see what is wrong, such a set up works for me. Could you turn on track reservations? (advanced settings -> interface -> display options -> track reservations)
@Pyoro, how can you see the bottom train already reserved a path in that screenshot?
edit: Perhaps there's a path penalty messing around: the shorter (lower path) is more cheaper although it crosses more tracks than the longer path taking the first exit. I'm gonna mess around with path lenghts.
edit2: Added a screenshot, the bottom setup keeps running, the top one stops.

- Plonningley Transport, 29th Apr 2000.png (43.46 KiB) Viewed 2759 times
edit3: @Pyoro below me, I turned on path reservations, but, as you can see it's not that there is a train which reserved a path. It just won't pick the available one, possibly because of path penalties.