How safe is Sunshine Railway Station for a lone woman coming home on a friday night between 8-10pm?

Very safe! At the train station, there are policemen. Away from the station, there are hardly any people at all- it's a very quiet suburb, with other commuters also walking home down Monash Street. I work in the city and walk home from the station most nights. I've never had an issue or felt unsafe, as a woman in my late 20s. There just aren't enough pubs, bars and nightly hang out spots to attract the sort of troublemakers that exist in other parts.