Just a note for "thanks for your cooperation." Technically, you're using that phrase wrong because you're 1. not forcing anyone to do anything, and 2. aren't an authority.
Now, for your sentences:
1a) <--- OK
1b) Ana, I'm going to the supermarket. Do you come with me ? <--- this has been said colloquially, I'm sure, in such contexts such as: do you come with me or not? I need a decision now. BUT, I'm going to say that I'd be against using this because it's progressive and technically when asking a progressive question, it sounds like it's already in progress. Then why would you be asking it? If you can, stay away from using such sentences.
2a) <--- O.K.
2b) I'm bored with this programme. What time is it ending ? <--- same problem as above because your focus seems to be on the progression of the ending, and not the ending itself. Just like the sentence of "what time is it opening?" is unusual in its meaning. You should be focusing on the action of something happening, to the end, not to the progress. Another example is when, for example, a friend is dying at an old age. You'd never ask "what time is he dying?" The reason why is because it's already happening, but the question is when the "happening" ends. That's why you ask when someone dies, not when someone is dying. It also show some sort of expectation of it happening, so for you to ask that, you're HOPING it starts to happen.
3a) <--- O.K.
3b) What time is this train getting to London ? <--- O.K., but I have to note that the focus here, as others, is the progress. You're basically asking, "What time does this train start on its journey to London?" Nothing wrong with that since it makes sense more so than the other sentences you've given as examples. However, as mentioned above, you don't seem to care about taking the train, or about when it gets to your destination; all you care about is when it leaves for that city.