I am not sure whether what I understand is true (because I read the translated version - and translated means there could be some misunderstandings), but there was no mention of whether Bourbon is supposed to bring her back alive or not. I think the main purpose is to track her down and whether or not she is killed at the spot was not important. It could be that he wanted to ask her about Akai before she was killed or it could be something else altogether.
However, it is very clear that Vermouth wanted her dead, and Amuro didn't seem to agree with that, since he changed his mind for her be in the storage room after he found out that Vermouth had planted bombs in it.
Thing is, what was the original plan? It appears that the organization had planned this event of bombing together, but every one of them seems to have different ideas of how to deal with Sherry. I think the original plan was to have the train bombed at the final destination such that the passengers would believe it was a target on themselves so the main purpose (of targetting Sherry) could be hidden. Separating the train cabins seems to be a pre-planned event as well. If they meant to kill off Sherry, they wouldn't have to do that since it would have been done when they set off the bomb at the end. Well, it could be a preventive measure to kill her off in the last cabin before the bombing, but judging from Bourbon's actions, it doesn't seem like they have planned for that. So they might have decided to dispose of her somewhere else, or not planning to kill her off first for some reason.
I am more curious as to why Vermouth wanted so much for Shiho to be dead, which seems contradicting to her actions previously. Could it be, that what she wanted was not for Shiho to be dead, but "disappear"?
What I mean is that, could it be because there was something that Vermouth didn't want the organisation to find out about, so she had to dispose of her in a way that will convince the organisation that she is dead? No prove or whatsoever now though, just stating some of my thoughts.
Also, having Kaitou Kid there was a little unexpected for me as well (Even though I was a little happy about it XD). Looks like this is the first time Kaitou Kid appeared together and clashed with the Black Organization in the same event. XDDD